I have had good luck with clothing made for cross-country (Nordic) skiing as well as with the winter cycling gear at MEC. Definitely it's all about *breathability* for me, especially in this climate. It's so dry that the instant you warm up you can end up with your own personal snow cloud inside your jacket if it's not vented enough!
Current Favourite Item: "Glide XC" ski mittens from MEC. They are wind resistant, lightly insulated, breathable mittens that kept my hands perfectly comfy in -22C on the weekend. They're flexible enough that I'm sure you could work most types of shifters with them on.
That was after I gave my Planet Bike "Borealis" gloves one final chance and damn nearly gave myself frostbite (right thumb still hurts 3 days later). Those gloves are now in the trash bin. Grr. (I can't deal with Gore-Tex. I just end up feeling clammy in it, no matter what).