I use sealskinz "extra cold weather cycling glove" - snappy name!
I suffer from bad circulation in my hands and feet, so for me it is more about stopping my hands getting cold in the first place, and these seem to be pretty good.
They fit really well, and don't interfere with bike controls, so I think they are pretty good. Not sure about how they compare on price - I have bought a few pairs of "winter" gloves from various manufacturers and found they didn't stop my hands getting cold.
But there again, I was wearing these gloves on an evening ride in October..
