For commuting I have a selection of old style ski or snowmobile gloves and mittens made with a leather outer shell. They are all dark blue, interestingly enough. I picked them up at various thrift stores and yard sales for $1 or each pair. They have some puffy insulation and are very wind resistant. Not sure how they'd work with STIs, I have old style thumb shifters on my commuter.

I save my good PI winter riding gloves for road bike rides.