Even hiding your fingers under a blanket or using those gloves designed for cat play (they have long fabric fingers) will send the message that your hand is something to be chomped on or scratched. Although your young kitten's teeth may not hurt so much now, trust me, it will hurt as your cat matures.
If your cat learns that biting is acceptable during playtime he'll also assume that biting is allowed in general. It will become a form of communication for him. If he wants you to stop petting him he may simply bite. If he wants food, he may bite. If he wants attention, he may bite.
For playtime, use a fishing pole-type toy so there's an established distance between your fingers and the cat's teeth. Don't hold one of those small fuzzy mice in your hand because an excited cat may not be able to distinguish where the mouse ends and your fingers begin. Save the small mice for your cat's solo play sessions.
When using fishing pole toys, be sure to put them away after the play session. This way you'll prevent the chance that your cat could get caught up in any string. Putting the toy away will also make the toy that much more exciting when you bring it out again for the next play session.
Finally, for training to be truly effective, it's important that everyone in the family be in agreement. Make sure everyone understands that fingers aren't to be used as toys. That way, kitty gets a consistent message.
