The more finger holes the grips have, the better they protect your palms from tears and calluses. However, more finger holes also means that you have less skin contact with the bar, and some athletes don’t like that. Also, the wider the grips are (more finger holes usually equals a wider grip), the less comfortable they might be during certain movements, such as kettlebell swings or ring muscle ups. My recommendation is to use four finger holes if you can’t afford to injure your palms (e.g., if you’re a surgeon). For movements that involve rings or curved equipment (e.g., kettlebells), I recommend two finger holes.  Personally, I prefer a middle ground and usually use grips with three finger holes.