I have a pair of mittens that came with a thin pair of gloves as a liner. I rarely use them – I think only for skiing on cold days, so far. But the gloves that came with the mittens are nice to use in the fall.
If I tried shovelling snow with my mittens on, my hands would get way too hot and sweaty.
My Canadian (Newfoundland) father-in-law has an old pair of sealskin mittens. He’s lent them to me when I’ve been up there. They’re astonishingly warm, and also naturally waterproof. They’re tough, too – I’ve worn them when breaking up ice and shoveling. Wish I had a pair of my own.
I wear a pair of thin cotton work gloves inside my winter gloves. The combo works quite well.