I have these for cold weather:
http://www.bicyclerx.com/product.php?code=a136
Yes, they have inserts, but they are spaced a bit away from the face and fogging hasn't been an issue with them. I use them for cross country and downhill skiing as well as cycling. They are very lightweight and have worked very well for me.
I have a pair of Bolle Spiral glasses I use for Summer cycling but they hug the face too closely for cold weather use.