If you suffer badly from cold hands (eg Reynaud's), Bar Mitts
or pogies (generic term for flat handlebar bar mitts) are best by some way, but they would probably be left on the bike for the whole winter season.
Mittens (eg Buffalo
) are warmer than gloves, but control of the bike may suffer, depending on what shifters etc you use).
Gloves should be windproof, and a large enough size to be loose on the hands.
It's air within the glove or the structure of the glove that does the insulation, and tight gloves rely on using nylon or whatever as the insulator.
I use windstopper gloves, and try to find them sized such that holding my hand in the position the glove is cut to leaves my hand barely touching the fabric (other than against the handlebar).
Following the above principles, I've used Extremities Velo
or Gore Windstopper
down to -7 or -8°C *, going for the largest size made.