Although most of us can agree that the archie Sonic comics aren't canon, I've always pictured Knuckles having the spikes actually ON his Knuckles, like shown here:
But in the games, they never show Knuckles without his gloves on. (or any of the Sonic characters for that matter) But Knuckles is the only one with the spikes on his hands...well...besides the rest of the Knuckles tribe. It's also noted that the females in the tribe like Tikal, don't have the spikes.
So here's my thoughts on this, I think they are attached because that's why Knuckles has his name, if I remember right from the Sonic 3 manual (it's a little foggy for me to think about right now) is that Knuckles was named for the spikes on his Knuckles. It doesn't say spikes on his gloves, just his knuckles.
But if they are just part of the gloves, it would make for a better explanation for why the females don't have them...because it might only be a thing the warriors wear. From what we know of the Knuckles clan, there weren't any female warriors. (Sexist I know, but still true.)
I did have a theory though that the females do have the spikes, but females can retract them. However, this also comes from the comics, and this only applies to Knuckles and his daughter Lara-su. Even though I have given up on the comics and Knuckles/Julie-su, I still liked the retractable Knuckles idea and gave them to his fan daughter with Shade.
So what do you guys think? Real spikes or spikes on the gloves? I say real.