Great topic and I'd like to share my latest discovery: Tight fitting gloves available at the hardware store, elastic fabric with a neoprene/rubber grippy palm. These are cheap and great for photography as you can still feel all the little buttons, great from about -5 C up (but you'll need to put your hands in your jacket every so often to warm them). I also use them (another set of course) when I work on my car.
I have several different types but this picture gives a good Idea of what I mean. For photography purposes I use an all-black set.
5Dmk3, 5Dmk2, Sony NEX-6 | SY14mm f/2.8, Ʃ20mm f/1.8, 35mm f/2, Ʃ35mm f/1.4A, 50mm f/1.8 I, Ʃ50mm f/1.4 EX, 100mm f/2.8L Macro, 17-40L, 24-105L, 70-200 f/2.8L IS II, 1.4x II, 70-300L, 100-400L | E-mount: 16-50 OSS, Ʃ30mm f/2.8 EX DN, 55-210 OSS | 2x FT-QL, AE-1 Program, some FD(n) & FL primes