Do you need the Improved Unarmed Strike feat to avoid provoking attacks of opportunities when using cestus, brass knuckles, spiked bauntlets, or any weapon that considers its actions as an unarmed strike attack?
As a weapon, no.
Cestus, Brass knuckles, spiked gauntlets, and normal gauntlets are all their own light weapons. They are not Unarmed Strikes, which are a different pseudo-weapon. As such, using them as weapons works just like using a shortsword (except gauntlets have a perk in this regard, see below).
But if you modify your Unarmed Strike...
Cestus, Brass Knuckles, and Gauntlets (not spiked) allow you to deal lethal damage with your Unarmed Strikes. This is wholly separate from using them as a weapon in their own right. Notably, since you aren't using them as a weapon but as a modifier to your Unarmed Strike, any weapon enchantments wouldn't apply- you aren't using the +1 Flaming Cestus, you're using your own Unarmed Strike. Going one at a time for using them as modifiers and not as weapons:
Cestus: You count as armed, and thus can take Attacks of Opportunity with Unarmed Strikes. Since you're considered armed, you don't provoke Attacks of Opportunity just for using your Unarmed Strike either.
Brass Knuckles: These only say you deal lethal damage, but do not mention counting as armed. You are unarmed, so you can't take Attacks of Opportunity and you provoke Attacks of Opportunity for attacking. Improved Unarmed Strike would alleviate these.
Gauntlets: These are the same as Brass Knuckles for this purpose. You still aren't armed. Gauntlets have an extra caveat though: even using them as a weapon the attack counts as an unarmed attack. This is a category of attack which includes Unarmed Strikes, as well as natural attacks and a few others. Some abilities (Stunning Fist) require Unarmed Attacks, while others require the specific Unarmed Strike.
Spiked Gauntlets: They don't do anything for Unarmed Strikes. Spiked gauntlets are only weapons. It's a short sword with different dice.
As an addendum, take care to always note the specific difference between Unarmed Strike and Unarmed Attacks. "Unarmed Attacks" is a set which includes Unarmed Strikes, as well as Gauntlet attacks and others.
According to the Weapons tables, Both the unarmed strike and the gauntlet are in the "Unarmed attacks" table and even the gauntlet's description clearly mentions that attacking with the gauntlet is considered an unarmed attack that deals lethal damage by default, that by the Combat rules provokes attacks of opportunity.
The cestus, the brass knuckle and the spiked gauntlet are all in the "Light weapons" table, then all attacks made with them are treated as armed attacks and have no reason to provoke attacks of opportunity, and even if flavor text can be confusing sometimes, an attack not considered an unarmed attack is an armed attack.
Then you need Improved Unarmed Strike to be "considered armed when unarmed" and thus not provoke attacks of opportunity with the unarmed strike and the gauntlet, but not with the other three weapons.