I have teeny tiny mousey paws so....
..... far I've only found two that fit well.
PI Gel Lite used to make an XS. They don't now but their small fits me well. Fox gel (sorry gals, have to go off and look up model) makes an XS and so far is the only one I've found.
These are not Women specific, just Small, X-tra small.
I like gloves with the velcro wrist strap, not the slip-on kind. These can be used as a quick and dirty theft deterant/lock type thing or just hooked together so fewer orphan gloves.
For full finger gloves my favorite is Avenir. Lightly padded, reflective strip on the side. But sometimes I just use a Smartwool glove liner over regular gloves and take that off when I get warmed up.
http://www.teamestrogen.com/products.asp?pID=10375