I have a solution......for when it's really cold out.....it is a bit unusual....but it works.
Like most, I have used a variety of gloves and/or mittens.
When it starts to get cold, I usually pair that with a handwarmer and a muff, and this usually works well for cooler/cold temps (down to 20 or so.) But the problem I always run into in really cold weather is heat loss near my wrists - because that's where the sleeves from my base layers, insulating layer, and outer layer meet, as well as the point where most gloves/mittens end. And, unfortunately, most/all muffs aren't long enough or big enough in diameter to solve this problem.
So, when it is really cold out, I use Icebreaker boot blankets for my hands. (They work for your feet....why not your hands?!). Put the book blankets on a nylon belt, using their supplied loops, and toss a handwarmer in each one. Stuff your hands in and bury them up to your mid-forearm. It is bulky, but it absolutely works. (And, yes, I said Icebreaker BOOT blankets, not their HanBlanket.....like most other muffs on the market, the opening on their handwarmer is not large enough or long enough to accept your forearm.) When you need to take your hands out for something, the boot blankets fall down by your waist, since they are fastened to your body with the nylon belt mentioned above.
There is plenty of insulation in the boot blankets (300 grams), the opening is wide enough to accept your arm, including all of your baselayers, insulating layer, and outer layer, (they are designed for your boots and legs, after all) and they are long enough to bury your arms into them up to your mid-forearm, covering up the heat loss area of the wrist mentioned above. Try it!
My hands have never gotten cold using this system. Tested down to -15 degrees air temperature for an all day sit. (I rarely have to use this, since it doesn't get that cold here often, but am confident that it works when I need it to.)