I'm a firm believer in multiple, thin layers that can be removed and stored easily in a jersey pocket.

I wear these Pearl Izumi Zephrr shell gloves to protect from wind and some rain, with some DeFeet liner gloves underneath.



When it warms up, I just remove the shell gloves and stow them in my jersey pocket.

Unfortunately, Pearl Izumi have discontinued these shell gloves.

Something close are U.L. Shell Gloves, made of coated ripstop nylon (very thin at 12-denier):