It depends on how cold it is I guess, but I have seldom needed more than my regular fingerless summer gloves. I have worn thin Castelli liners under them a couple times when on tour. I don't typically tour when and where it is really likely to be cold for extended periods, but have toured where it was cold part of the day at higher elevations.
Around home where I am more likely to ride in colder conditions I find Cannondale three season gloves (a little water resistant) good down to the 20's F or so. I add thin liners if it gets colder than that. If I expected weather below freezing I'd probably take the 3 season gloves and liners on tour. As far as waterproof gloves I don't bother, if it is warm enough to rain regular gloves are fine.