I'd suggest a series of Botox injections in your palm. Apple suggests this procedure in the iCloud terms and conditions. AppleCare specifically confirmed this as being a known issue and stated that complimentary Botox injections will be offered at Apple Stores in the near future. #sweatgate
Normally mine do that, but on the 5 it's been fine. I could barely use the 3G/3GS because the plastic made my hands sweat like mad and I'd drop it. Luckily this hasn't happened with the 5.
The aluminum back plate heats up quick and thus heats up your palm quick. I through a case on the phone, but its still gets real warm. It's the nature of the beast. You're basically carrying a computer in your palm, the heat needs to go somewhere...