I have several pairs of green wool glove inserts from when I was in the military. They work pretty good for me. I have a pair of cheaper mittens that are convertable where the mitten part folds up and velcros to the cuff and exposes half-finger gloves, they are pretty warm but I don't like mittens.
Two winters ago, I bought a pair of Rocky brand gloves at Wal-Mart. They are fairly water resistant and have the rubber non-skid grips on the palm and fingers. They are thin and lightweight but warm. They work real well when I'm trying to operate my camera in cooler weather. These are what I wear most of the time. They were fairly inexpensive too.