My 2¢:

Down to about 20º F, I like cross-country ski gloves.

Below 20º F, mittens are the best. I've been using gore-tex shell mittens with wool liner mittens; fleece liner mittens would be a good idea, too.

For both, I'm a big fan of Outdoor Research. They make great stuff. These XC gloves, especially, are great -- they're flexible enough to allow you to reach into your pocket for your keys without taking the gloves off, but they're totally windproof and warm enough for most of the weather we get here in NC.