Had this chat at work a few weeks back with the other commuter riders... Some swear by silk liners, or expensive motorbike gloves. I used to ride in neoprene wetsuit gloves but they rub when i'm riding my road bike, so now i'm wearing a pair of Â£2.99 thinsulate fleece gloves. These are perfect, keep my fingers nice and warm, keep thewind and water out and are comfy. I also have a set of PlanetX ones which are just as good, but a bit thinner (and look better!)
I don't think you need to spend a lot of money (I know, how dare i say such a thing on this forum!) if its for a commute, cheap ski gloves would be toasty, if its all day riding, something like the planet x ones would be ideal.
remember, keep wiggling those fingers, a good flow of blood will keep them warmest!