I have used fleece, neoprene, and wool, and prefer wool by a long shot. My favorite style of cold weather fishing glove in a fingerless wool glove with thinsulate lining.

Neoprene made my hands smell, and sweat. Fleece works OK until it gets wet, then it is just wet. Wet fleece is no fun wiping your nose on, either. Wool still insulates when it is wet.

Fished many hours in intermittent blizzards today (at 10,000 feet), never got cold hands.