But, it's also true that women just tend to get colder than men do. There's a simple physiological reason for this, although uttering it in print may subject me to loud hoots and catcalls. Men tend to have more muscle as a percentage of body weight, while women tend to have more fat. Tend, dammitall! I said tend!!! Ouch! Ack!! Quit throwing that stuff at me!!!!
OK, that's better. Now, how to solve this problem. Good handwear and footwear is a step in the right direction. The Moonstone Sauvage Glove ($130) is a great glove -- fleece insulated, with a Gore-Tex shell. But Moonstone has quit making them, so you'll have to find a pair on closeout or through some other channel. Other equivalent gloves are out there. One I like a lot is the Marmot Randonee ($99), which have a Gore-Tex insert and are insulated with Primaloft. Very warm, but very nimble as well.
I'd also suggest you look for any gloves that use Outlast fabric. Outlast is a fairly new insulating fabric that came out of the space program. It has the ability to store and redistribute heat, and is extremely effective at keeping hands and feet warm. You can buy it in a liner glove for about $15 (the Manzella Z-base is such a glove), or as a heavier insulating glove. An example of the latter is the Performance Outlast Thermal Glove, from Performance Bicycling (www.performancebike.com). They're $49 (on sale now for $39). I have a pair, and they're so warm I hardly ever can stand to wear them. A material similar to Outlast is Comfortemp, and its used by Pearl Izumi in their Cold Front gloves ($79), which have a waterproof-breathable shell in addition to a great insulating layer.
On the horizon are gloves made with the new Polartec material called Heat. It has a fine metal filament woven into a soft fleece. Attached to a battery, the stuff heats up wonderfully. Heat now is available in a jacket from The North Face (alas, it's $500) and in heated blankets. Before long, though, you'll see it in gloves and socks. And I think that will be great for cold-hand/cold-feet sufferers.