ppc's idea is interesting and I may try it. Last winter, I used a pair of polar fleece gloves, unlined, about $15 at a sporting goods store. They kept me warm down to 20 degrees F. When they got wet, they retained some insulating ability, and they dried very quickly.
Another option is for cool weather, say 40 to 60 degrees F. I buy cotton work gloves with many rubber "dimples" for gripping traction. (I call them my "spiderman gloves.") I buy them at a hardware store, usually 10 pairs for $5 or $6. On a rainy day, I take several pairs in my backpack or pockets. When one pair gets wet, I just switch it for another pair. They are big enough to fit over regular cycling gloves.