These are the warmest cycling specific gloves I have found and used:
Men's XENON GORE-TEX® Gloves | GORE BIKE WEAR®
They are almost always too warm: I almost never wear them. I wear these about 95% of the time:
Performance Windstopper Gloves

Much more winter glove discussion in these threads:
http://www.bikeforums.net/winter-cyc...ve-thread.html
http://www.bikeforums.net/winter-cyc...ve-thread.html