What works best for me is thin fleece gloves, and one of those hand muffs that go aroundmy waist, I put a couple big handwarmer packs inside and keep moving my fingers. Most of the time I'll take my gloves off, put them inside my jacket so the're warm when I put them back on, and have bare hands in the muff.When it gets really cold I'll take a couple adhesive toe warmers and stick them to the ends of my long underwear sleeves under my wrists.

No matter how good the gloves are if I'm not moving my fingers, they'll get cold.