I'm a big fan of my Dakine gloves. I have the women's version (Sequoia); the men's version, Titan, is basically the same thing.

They come with an insulated shell with Goretex that is water resistant, windproof, and breathable (it's fun when the sweat beads up on the outside) as well as an inner liner. I really don't use the inner liner until it gets down to ~ +15 to +20F, and an additional thin silk liner glove keeps me going as low as it gets here (usually -5 to -10F). It's not perfect, but I can still operate brifters with the gloves - I do winter "road cycling" on a gravel bike on filthy roads.

Before I had these, I had some cheap ATV hand warmers that I used for deep winter. They've been in the basement since I got my new gloves about two years ago.