$1 winter glove liners.
Go to your local drug store (Osco is where I found mine) and ask them where they keep the winter hats and gloves. Next to them I found some thin synthetic gloves that cost exactly $1. They're the kind that looks super small and stretch to twice their size when you put them on. They're very thin which is good. These $1 gloves inside of another cheap $12 set of gloves from Walmart have my hands toasty warm down to 28 degrees F for one hour.