Much as I ahte to say it...My cheap assed West marine gloves with teh neoprene where there ought to be something better do pretty well in somewhat cold situations.
in very cold weathere I ahve been using equipment bought in hunting sections of sporting goods stores since forever.
Even Walmart sells a pretty decent neoprene glove. They seem to last ok and for under $10 I cannot biutch at all.
While you are shopping the hunter's area, check out the neoprene socks...always cheaper there.
last...when you are cold add a hat....is true
For something under $5 you can get a knit head sock with a big face opening. Upwind you reach back and pull it over your head. Down wind you yank it back and let it hang around your neck.
Mine is at least 25 eyars old now and it is wonderfully effective.
(IMG:
http://upload.wikimedia.org/wikipedia/commons/5/5c/20070102_per_erik_strandberg_balaclava_arranged.jpg)