Real tools: rather than a multitool in the tool bag, I have a small set of real tools that cover everything I would need on the bike. Full size allen wrenches, chain tool, multi-spoke wrench, et al. When the inevitable roadside repair arises, it proceeds much more quickly and comfortably.
Cold water neoprene diving gloves. Good for a wide range of temperatures, lots of dexterity, and insulate well.