Posada does it during spring training, too. Not sure about Vlad though. They may be the only 3 guys in the majors that still don't wear batting gloves. I guess it's supposed to help build up calluses or something to that effect.
No, there are a few others. John Maybry (if he's still in the league) springs to mind.
Mabry is on his third go-around with the Cardinals. Doug Mientzxclvzkncxvzlnc doesn't wear batting gloves.
Vlad Guererro doesn't either
Actually, Alou used his hands as a toliet...