I've just started using my new favorite piece of winter gear that I got at a Portland, Oregon bike show last year: bar mitts. They are essentially a neoprene sleeve that fits over your drop bars and gives you a snug cocoon in which to place your hands. My husband and I tandem cycle all winter in Connecticut (weather permitting) and I've had times where even ski mittens were not enough to keep warm. Two weekends ago we were riding at about 47 degrees and he was cold (using lobster claw gloves and no bar mitts). Meanwhile, on the back I had simple full-finger, not-terribly-heavy gloves tucked inside my bar mitts and was quite comfortable. I especially like the fact that I can wear lighter, more responsive gloves and still keep my hands out of the wind. They have a web site...just search Bar Mitts.