I will second (third, fourth, whatever) the recommendation for lobster claw mitts. They are a little bit clumsy, which unnerves me in some of the more technical bits of my winter riding, but they are very warm. So warm that I rarely wear them.
I also bought a pair of heavy fleece mountaineering mittens and a pair of long windproof overmitts, after finding the lobsterclaws did get cold at around 15F or below. But my winters aren't cold and dry enough to have used them more than once.