I would like to make glove with pressure sensor on each finger to detect a moment when piano player touches a key. What kind of sensor should I use? I tried use simple buttons, but it is very uncomfortable for player :)
The other answers are just as valid as mine. I'm just offering yet another option.
Use a piezo buzzer. Something like what is in this picture:
When the piezo element is struck/stressed/etc it will produce a voltage spike that can be detected. They are commonly used in drum machine pads, elevator buttons, etc. They are fairly cheap, so you could easily get one and hook it up to an o-scope and experiment.
You could use resistive touch fabric, although I don't know how sensitive it is.
You could use capacitive keys.
You didn't provide very much information about your system, so I can't give very detailed information on how to use this in your setup.
Some microcontrollers can control capacitive keys with a peripheral. There are also controllers available for these keys.
Piano keys detection is done by the every company in Unique ways