I've got some specialized winter gloves which are great when it's really cold. I'm still wearing mitts at the moment and just starting to think about wearing full-finger gloves. Sweaty fingers are 'orrible.
I find winter gloves far too warm for most of the winter months and just supplement summer long finger gloves (cheapo MTB from Decathlon!) with a fleece liner. I've got some planet-x ones that are great but get a bit sweaty unless you're close to freezing.