I use some generic stretchy/gel padded half finger gloves that I get off eBay for about $6/pair for when it's warm.
At medium temps (say, 45*F down to about 10*F) I wear "cold weather work gloves" from Harbor Freight, $15, very warm, waterproof, grippy, durable:
http://www.harborfreight.com/cold-we...rge-96606.html
At very cold temps (< 10*F, down to -25*F so far) I wear blaze orange "hunting gloves" which are basically cheap thinsulate lined ski gloves. They go on sale for $15 or so at the local department store when it's hunting season. Very toasty and very orange.