Windproof, waterproof and not too bulky
Sealskinz ladies ones are the best for the job. They come in blue or black. They're fleecy lined but aren't hugely bulky like some- they're pretty reasonable infact.
We do them for £31, which I think is not too bad for the quality.
I use Sealskinz ladies ones too. Very good they are too. Like these...
[url] http://www.chainreactioncycles.com/Models.aspx?ModelID=41404 [/url]
Mens in a size small cos my fingers are too short and palms too broad for the ladies' ones.
They're warm, waterproof and not too bulky for proper grip on the bars and braking.
I also have a couple of pairs of the Aldi ones which are excellent for the price.
I've got 661 storm ladies gloves, with fine fleece inners.
For really cold days I wear some 'lobster' ( don't know the make) type gloves, they take a bit of getting used to as the they're like mits but split in the middle. Maybe too heavy and bulky for you.
I think the Lobster ones are by Pearl Izumi.