The glove save is definitely the nicest looking save for a goalie. The glove save is the best save a goalie can make because it doesn't just look good or feel good, there is no rebound left for your opponent to knock in.
There are a couple of things that you want to remember when making a glove save so that you don't miss the puck or it bounces out of your glove. When the shot it taken you need to follow the puck into your glove with your eyes so that you can see and make sure that it is actually going into the pocket of the glove right where you want it. Once you feel and see that the puck is in your glove, squeeze your hand together so that it does not bounce out or just fall out.