Wear waterproof non-insulated gloves when raining, and insulated non-waterproof gloves when it's too cold for rain. You can bring both pairs with you when the temperature fluctuates. Just like choosing the right clothes for the right conditions.

edit:

By waterproof gloves, I'm referring to something loose-fitting (like these) where you can add thin liner gloves for added warmth. I usually wear cycling gloves under waterproof gloves for the cushioning.