Generally speaking, mittens are much warmer than gloves. The reason is simple: inside a mitten, your fingers can pool their warmth, unlike the way they are left to their own devices in a glove. Of course, the downside is that mittens are much less dexterous than gloves. I prefer gloves myself, even if my hands do get a little chillier.
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So, if you want to solve the cold-hands problem once and for all, get both: more precisely, get Outdoor Research’s Mutant Modular Mitts and Liner ($140; www.rei.com). They’re actually a hybrid mitten/glove, with a separate index finger and opposable thumb. But otherwise, they boast the overall warmth of a mitten. The gloves are made of super-tough Cordura nylon, and house a Gore-Tex insert and a warm pile liner. True, the price is $140, but with these you can just kiss cold hands adios, muchachos. Less pricey are REI’s Vertigo Elements, lacking the index-finger mobility but featuring a warm fleece liner and waterproof-breathable shell (not Gore-Tex). These are just $45, and they’re very warm.