I have tried without sucess for many years to find gloves that both keep my hands warm, and yet are thin enough to allow me to use the controls on my cameras. I have spoken to construction workers, police, military personnel, hunters, fishermen and city outside workers and to the best of my knowledge, the perfect cold-weather photographers glove simply doesn't exist. I use the Thinsulate-lined half gloves with the mitten flaps, all worn over thin work gloves from Home Depot. They are a poor solution at best in really cold weather.
If anyone ever does invent a glove that is both thin and warm, they'll retire very rich.