Depending on the weather you probably need a couple of different pair. As already mentioned, mittens will offer the best warmth if it is stinking cold. A quality pair of waterproof gloves with a lot of dacron will work to about zero. If the temps are in the 20's and 30's you will probably want a lighter glove. Sweaty hands can lead to cold hands too. You can combine this lighter glove with an overmitten and cover two temp ranges. I have a couple of pair of heavy gloves from Cabelas that go on sale for about $25 and they are great. I coyote hunt in them at -20 and my hands remain functional. A proper hat and neck cover will go a long way in keeping your hands warm.
I have the worlds largest glove collection, I collect them like cheap flashlights and guns. My wife has forgiven me for the glove fetish though.
I think these are the ones I mentioned.
Warm Gloves In looking for those I found this:
Chosing a glove system