I have found the windproof semi-waterproof fleece gloves to be reasonably good. I've had bike specific ones from (I think)
Altura and also Aquafleeece from Mountain Equipment.
I have also been rather impressed by a 3 part set of gloves from Assos. There was an outer rubbery lobster claw glove, a mid-layer semi-waterproof fleece layer and an inner thin glove. You could wear them in various combinations. Not cheap but mine were somewhat less brutally expensive as they were last-year's colour or some such. Good kit though
Tried motorcycle gloves but not really satisfactory