AS long as it's my typical sweat - sweat from warmth and hand movements, and not from nervousness, I am fine. If it gets too sweaty, I wipe my hand a little on my pants, but that doesn't happen often. Completely dry hands would probably result in some blisters and stuff, but too much sweat results in slippery fingers. My biggest issue with slippery fingers is the joy stick. My thumb will move off of the normal spot when I hit it to the side for something and then it can mess up my next input.
Greasy sorts of things on my hands makes me play very poorly - like grease from food mostly, but if I put vaseline on my hands before playing, I think I would get destroyed. It would make for a hilarious tournament though.
