Riding mittens. When I hear the word "mitten", I immediatley assume I'll loose all dexterity. But it's not true, and they keep my hands SO much warmer. SSG makes ones that aren't too bulky, and Mountain horse makes some as well that are nice.
And if you're wondering what "riding mittens" are, they're basically just normal mittons, except they have a seperate pinky finger thing, so you can still fit the reigns in your hand normal. But when I'm not riding, I like to stick my fingers all in the main hole for warmth :)