Vapor barriers (like the nitrile gloves referenced above) are very effective at retaining heat and the ensuing sweat, and at stopping the sweat from soaking into other stuff. The vapor barrier expertise seems to lie in the backpacking realm, as that's where they really shine. A little too sweaty for my bicycling, and since my commute is usually only 12-20min, I just wear leather work gloves and wool liners in those if well below freezing.