I was pleasantly surprised with my new gloves from Sports Authority. I used to consider my old Pearl Izumi snow gloves to be the best, well they still are, but they cost a bit. The Slalom snowboard/ski gloves from SA are actually pretty close and only $19. No extra around the fingertips to mess with the shifters and still plenty warm in a 33 degree ride home in the wind today.
What I find works for me is layering. My hands sweat like crazy during the summer, so I use the lightest gloves possible then. In winter, though cold at first, once my hands warm up they're pretty good. That being said I usually wear my regular summer gloves, which are very thin and not bulky, with another glove as a shell on top. Generally a knit-style glove. Often, I'll even remove the shell glove mid-ride if hands are warm enough - to avoid sweating. Moisture not good in winter rinding. I use something like these as outer shells: Castelli | An Unfair Advantage - Country selector though there are lots of other options out there besides Ca$telli