After experimenting, I would wear a different gloves on each hand, with different materials and layers, I came up with a solution which works for me down to -10c (that's as cold as it's got round here this year)
I tried ski, woolen, lobster and waterproof Sealskins with either cotton or silk liners and for a final layer of protection I tried the plastic gloves that you get free at petrol pumps as the fingers on these are large enough to get over even the fattest fingered gloves.
What I found was a bit of a surprise, but makes some sense I think, was that a pair of ski gloves that were rather too big for me, fleecy and windproof, with no liner, worked fine once I had warmed up. If I wore a silk liner with these my fingers would invariably be numb with the cold but removing this extra layer of "protection" allowed the heat from the main part of my hand circulate to the finger tips. Mittens would work even better but they aren't great for operating a bicycle with.