I've tried a few thing and one things for sure. Whatever you like buy an few pair. I find U.S. Military issue glove liners work well and are cheap. They are a wool / acrylic blend. I buy mine at a local Army Navy place but here a link.

http://www.sportsmansguide.com/net/cb/cb.aspx?a=486639

When I need a bit more I carry a wool mitten I can put over it as well as nylon over mitt.

JFF
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