Contrary to what Stuart suggests, cotton gloves are a very bad idea IMO. They have minimal heat retaining qualities when dry, and when wet they speed up how quickly your hands get cold. That said, different things work well for different people and maybe - like stuart - you'll find his suggestion works for you.
I think you'll find however that there are better routes to go.
Personally, I love wool gloves - I really do - they're relatively cheap, easy to find, and they keep your hands warm even when wet.
That said, the Simms Windstopper gloves I use now with a flap for your fingers are by far the nicest gloves I've ever worn. They are NOT waterproof... but they can be wrung out and dried fairly quickly, they keep the wind off, and they're sleek enough to not impact handling your rod or line too much. They do develop an "odor" after a lot of use - you'll have to judge how important that is to you.
Wool fingerless would be my close second choice though, and I often carry a spare set in my pack.