Count me as another vote for "lobster claw" mitts. (my wife thinks they're freaky & disturbing looking though) I was using a very nice pair of ski gloves with liners. Lost them, then replaced them with lobster claws with thin fleece liners. They kept my hands warm even on my coldest ride (-39c). In temps -25 and colder my finger tips would start to feel quite cold in the first 5-10 minutes, then as rode, my circulation improved & my fingers warmed up (after another 5 to 10 minutes).
I do notice that my hands get colder when I'm not as active... generally, If I'm getting cold, I push a little harder & soon warm up.