This past year has seen me trying nearly every glove under the sun, as I've developed this thing where my hands are either boiling hot or freezing cold and nothing in between.
I have two pairs of Galibier gloves -- the deep winter and the new Mistral are both excellent. I wear the Mistral for all sorts of things other than cycling. They are light and thin and don't impact dexterity.
I also treated myself to a pair of Grip Grab polartec insulated gloves, which are again lightweight (and I got them in the wiggle sale, so not too expensive). I haven't had an opportunity to use them in anger, but I like what I've seen. Wouldn't use them for walking the dog. Would keep them for long rides in foul, very cold weather.
The Showers Pass gloves I have are also pretty good, but the waterproof knitted ones aren't padded (so fine for short trips to the shops, but I wouldn't want to wear them for more than 90 minutes or so), and the windproof softshell aren't waterproof (showerproof, so fine for mizzle, but not when it's properly raining). I've had a long email exchange with the chap who runs Shower Pass in the UK, which boiled down to: "There is no one glove that will do everything you want." I would agree with this, so I suppose you need to decide what conditions you want to tackle with any given glove.
The only glove I've got that I would thoroughly not recommend for anything is the Spatz Glovz, which are inadequately padded, have weird seams in the wrong places, and the windblocking shield does no such thing. Weird, because I love all the rest of my Spatz gear.
I've also got some cheap and cheerful PlanetX and Carnac gloves, which do pretty well given how little they cost.
Sam