REI's Performance Glove Liners
First, get an inexpensive pair of glove liners, such as the REI Performance Glove Liner ($12; www.rei.com). These are remarkably warm for their weight, and are great when it's chilly out but youre hiking or otherwise doing something that keeps you fairly warm.
Next, find yourself a pair of good, all-purpose gloves. I continue to like Manzella's Tec 850 gloves ($50; www.manzella.com), made with Malden Mills Powershield. These are astonishingly warm for a fairly light glove and provide great dexterity while also offering near-total wind protection and good rain- and snow-shedding capabilities.
Finally, get some good mitts. Outdoor Research's Glacier Mits ($79; www.orgear.com) have a waterproof shell and a warm fleece lining. Just the ticket for hanging around camp or taking a break in cold weather.
So there you go. Of course, I also usually pack one other thinga pair of old-fashioned wool gloves that I've had for years and years. They're my absolute emergency gloves in case everything else is wet or lost. New ones run around $15.
Revisit last year's review of the top gloves on the market: "Glove Affair"