I have the same problem. . . I don't know if I have crappy circulation in my hands and feet or what, but I've cycled through tons of gloves for hunting and skiing. Doesn't seem to matter the price or quality my fingers freeze. Sounds stupid, but I buy these hand warmers from Costco and put'em in my gloves and boots.
http://www.costco.com/Little-Hotties...100007329.html