At the end of last winter I picked up a pair of these
Planet Bike Borealis gloves at the LBS. I really like them, especially for the price. They combine the ring and pinky fingers for warmth, but allow the trigger and middle fingers to work independently which helps with shifting. They come with fleece liners. Eventually, I'd like to get around to replacing the liners with wool, but so far I haven't needed to. They've been fine for me through this cold snap so far (-20F/-29C, with -45F/-43C Windchill), though in these temps I've been sticking to around town riding (3mi/5k). Around 0F/-18C, I can last all day. I'm sure there are alternatives with less bulk, but these work fine.