Echoing an earlier comment, the best most versatile glove is using a silk liner (WARM!) with a windproof fleece (i.e. Windbloc, Windstopper, etc), softshell (i.e. Schoeller or Polartec brand softshell), or thin leather (leather is windproof) glove.
Most windproof fleece gloves have leather palms...make sure it DOES b/c it helps with snow manipulation and gripping slippery metal stuff.
The liner, as someone else said, acts like a base layer to create a warm air barrier. It's like having your hands in a tent without touching the cold tent. This combo is much thinner, comfortable and warmer than bulky padded gloves. Plus, when it's warmer, you can take the liner out and use the windproof fleece gloves for jogging, etc--VERY versatile and, again, warmer!
As a liner, choose SILK over polyester/fleece (much warmer). It's super thin and the weight/warmth ratio is extreme. It's amazing! B/c silk liners are thin, they fit into the fleece/softshell gloves really easily. It's really easy to put your hands in and out of such a two-liner glove (leaving the liner in). No wrinkly mess as silk liners are comfortably snug.
Google silk liner for pricing and get your fleece glove on sale on the internet. Check Cabelas.com, SierraTradingPost.com, and your local Burlington Coats Factory for ongoing sales. Also google Polartec Winbloc and Gore-tex Windstopper gloves for sales at other stores...