What keeps you warm is a layer of warm air, I believe. That would explain why sealskinz gloves and wind-resistant shell are NOT the way to go. If you already have wind-resistant shells, try one or more layers of something that would trap some air, like those green wool liners from the military surplus store, some fleece gloves from somewhere, or something like that. A couple layers might be better, but don't jam so much stuff in there that the gloves feel tight. Too tight means not enough trapped air means cold.

I myself can use gloves down to around 30F, and after that I switch to mittens. I have not tried the super-duper expensive ski gloves, so I can't say how far one can push "glove technology" before having to give it up for mittens.