I believe RomeoXero may be a little confused as to what spell effects we are discussing.
Champions Gauntlets: "Equipment objects in the Mage's Weapon, Ring, and Shield locations cannot be destroyed by an opponent's effects. When Champion's Gauntlets would be destroyed by an opponent's effect, prevent that destruction unless that opponent pays 2 mana."
[mwcard=FWI09]Steal Equipment[/mwcard]
Now, the order of things matters here. First you'll have to pay double the items casting cost (regardless of what you're doing with it). Then you take control of the item. Then you may either destroy it or equip it to your own Mage.
With that established, you definitely don't pay extra to steal the item, nor are you prevented from stealing it. However, choosing to destroy it is indeed a more complex question. What matters here is whether or not you are considered an "opponent" at the time of destruction. When you take control of something, you are no longer its opponent. So, is the reference to opponent from the view point of the item you just took control of, or from the viewpoint of the Gauntlets?
If you're trying to destroy the Gauntlets, then the answer is the same either way. You are not its opponent and can destroy it at no extra cost. If you're trying to destroy a weapon, ring, or shield however, then I think you would not be allowed to destroy it as opponent is considered from the Gauntlet's perspective. I will note that I'm not positive on this though, and my partner disagrees with me, and we are both native English speakers. So, confirmation may be nice.