Lots of good feedback on this here on the forum in the past year or two; I'd bet a search or two for cold weather shooting, or something like that, would bring up a bunch.
I've been using deerskin gloves with a fleece pile lining - regular kind you can get at a good hardware or farm supply store. I put a heat pack in over the back of my hand when it's cold enough, and/or keep 'em in my pockets a lot when I'm roving, with maybe a heat pack in them too.
Not perfect, but I manage to shoot through the winter up here.