Ski gloves with a thin pair of liners underneath if it's really cold (like -10 Celsius). I have a pair a pre-curved waterproof ski gloves I absolutely adore wearing on my bike. They are lightweight, soft nylon with leather palms that grip the handlebars comfortably, and may hands stay toasty warm. Precurved fingers are a must so your hands don't get fatigued gripping your handlebars. Liners are a handy when you need to take off the gloves and need a bit of protection while locking up your bike, or finding house keys or office swipe card.

Mittens look kind of uncomfortable, how about pogeys? Like the ones for canoeing when it's chilly? You can even clip them on the handlebars and leave them there. I haven't tried them but I've heard they are handy for wet rainy winter riding.