I go for wool gloves as well, but here's a trick I learned a few years ago. I used to do some rock climbing, and I read an article about winter climbing, and what they said was let your hands get a little chilled at first, then take a few minutes to warm them up again. After that they will stay warmer easier. Something about tricking the blood vessels to stay open and keep the hands warm. I've tried it and it does work. I've used it climbing, doing construction in the winter, ice fishing, skiing, and it works. Either have a hand warmer in a pocket, or just stick you hands into your pits and thaw your hands after that first chill. Don't freeze them, just let them get that first chill, to where you feel the blood flow starting to constrict. Then warm them up again and you can actually feel them getting hot, not just warm. They'll stay that way for quite a while.