As mentioned wool gloves are great. They are cheap, warm and insulate even when wet.
I also have the Simms windstopper full finger gloves. They are decent but are not waterproof and do not insulate as well as wool does when wet so if it's raining, snowing, stripping in wet fly line, etc they get wet and your fingers get cold.
I am much happier with my cheap eight dollar fingerless wool gloves verses my fifty dollar fancy simms gloves. Usually you get what you pay for, but not in this case IMO.
Something to try on those really cold days, is handwarmers on the insides of your wrists. I picked up this trick on one of the forums a while back. As blood circulates, fingers and toes are the furthest things away and get cold first. A warmer on the inside of your wrist will warm the blood going to your fingers and help keep them warm. My jacket has adjustable cuffs, so I will place a warmer on the inside of my wrist and tighten the cuff holding it in place. Sometimes by doing this, it will keep my hands warm enough to not use gloves when I otherwise might of had to. Used with gloves, it works even better. The Simms gloves even have a pocket built in for warmer's in that location.