Best warm gloves I've found are Thinsulate gloves from the local outdoor shop. Mine are branded Peter Storm at around £10, but AIUI there are cheaper unbranded varieties. I used to reckon they were good to zero celsius, though these days that's a bit optimistic. They work well with a fairly loose fit, which allows liner gloves if it's a few degrees colder.
Generally, I don't find that cycle-specific gloves work well for me, apart from (fingerless) mitts.
I have had bad experience with cheap skiing gloves. They are as useless for cycling as for skiing. Doubtless there are good cheap ones around, though. Notwithstanding, my best cold weather gloves (OK to -7 Celsius, which is the worst we've had in Brum in 14 years) are skiing gloves, bought in Austria after I left their predecessors on a bus.