The best combination I found is Goretex glove with a removable rag wool liner. I bought mine from REI a long time ago and they have worked well when I used them to ride a motorcycle in the winter. The liners come in a variety of weights so you can swap them out for a thicker liner as it gets colder. The cover is waterproof and windproof which certainly helps a lot. The glove itself is long enough to come up over your wrist, eliminating that cold spot. Wool has the property of staying warm when it gets wet so even if you perspire in the glove it will still keep you warm. Out here in the desert I generally just use a pair of light cotton gloves in mid-day. It was 47 degrees at 6am and promises to reach 60 for a high.

The other combination that I used in the cold midwest was a pair of surplus military leather gloves with a wool liner and a separate trigger finger in the top of the glove. I removed that and sewed the leather shut since I wasn't likely to need to shoot anyone. I found them in a sporting goods store in Madison, WI. Leather is not as flexible as Goretex. They last a very long time as I still have them after many years.