After one day of playing Zelda I noticed the "sweaty palm effect" on the Nunchuk. It wasn't nearly as noticeable on the Wiimote, and I think that the shape is partly because of that. I'd say that for grip, it's unnecessary.
That said, each Wiimote has memory in it on which you can store your Mii. A colored remote sleeve might help differentiate which Wiimote your Mii is on.
Christ, my spellcheck is really going crazy on all this new stuff.