Cabela's used to make a pair of Gore-Tex / Thinsulate gauntlet gloves (extend over the wrist, about half way to elbow). And they came with a fleece liner glove that go inside the main glove.
Warmest pair of gloves I've ever owned. Unfortunately they stopped making them years ago. I purchased two pair...still using the original pair...other sitting in basement with tags on them.
Two tricks to keeping my hands warm: Use the "hot-hands hand warmers" and use them often! Other trick, bring an extra pair of gloves, throw some hand-warmers in them, and tuck them under your armpits, inside your coat.
When the gloves you are wearing get cold, swap for the gloves under your arms.
I tried mittens for a while, and they do keep you hands warm. But i found myself taking them off to use my hands too much. Kind of defeats the purpose of mittens.