Two ways to attack this problem. One is by wearing handwear that either maximizes water transpiration or directly limits the excess moisture. For the former technique, try light gloves made with Windstopper. REI sells a pair made by Manzella called the Silkweight Windstopper Gloves ($25). This winter, I have been wearing these while mountain biking in near-freezing conditions and have found them to be terrific. Very breathable and, although technically uninsulated, surprisingly warm. And, yes, my hands stay dry. You could buy a pair that are slightly larger and wear a light glove liner for extra insulation. For that matter, any glove liner should push moisture away from the skin and into the surrounding glove, helping your hands to feel dry even if not all the water vapor is escaping. To give Manzella another plug, try their glove liners made with Outlast, a temperature-regulating material that may prevent overheating.
In any event, when I'm out doing something active in the winter, I always pack multiple pairs of gloves, the hands being exceedingly difficult to keep dry.
Then again, you may simply have sweaty hands, just as some people have sweaty feet. Perhaps you can spray them with an anti-perspirant deodorant, which will help shut down the sweat glands. It sounds silly, but it works.
Gear checklist: Silkweight Windstopper Gloves; Manzella Glove Liners.
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