I have some Gore gloves that are very warm and claim to be waterproof. They are a little bulky though and expensive with an RRP of around £70, they can be found cheaper though.
I can't really wear them much above five degrees as they are too warm, you did want warm didn't you?
If I were buying again, I would get some Castelli Estremo as they appear less bulky and will probably give a more usable temperature range. Not sure how water proof they are but I don't want to ride in the rain at less than five degrees, cold and wet springs to mind. Waterproof can sometimes be a little less insulated / worn during warmer conditions due to this.
That's my two pence worth anyway.