Usually male golfers use “standard” grips and female golfers use “ladies” grips. But in many cases it isn’t the best solution.
Different golfers have different dimensions of palms and different length of fingers. The grip should be the right size, so all grips (excluding putter’s grip) should be matched to golfer’s hand – left hand for righty golfer and right hand for lefty golfer.
There is the rule of thumb for determining whether a grip is the right size:
Look at the hand normally gripping the club. If the fingertips of your two middle fingers just touch your palm, the grip is the right size. If they dig into the palm it’s too small, and if they miss the palm it’s too big.
update: January 2017