Make sure the gloves/mittens are long and wide enough so there is no constriction, even when you hold the handlebars.

Apart from that, my best combo is with relatively thin knitted gloves (the $3 kind at an el-cheapo store) inside wide, thick "-30 C" gloves. An additional benefit of that technique is that when I remove the outside gloves to lock the bike, I still have a layer to protect my hands.