Wow, excellent responces. I'll have to look at those Buffalo mitts and the layering idea sounds a good one. I am interested by a pair of powerstretch gloves and have found some with leather palms for durability and grip.
I'm looking for a pair of gloves, for all general outdoors activites, for around £20-£25.
I've looked at the 'Sealskinz activity glove' and they seem good, but there have been reports of them not being waterproof at all! I also had my eye on the 'Extremities super windy' which has a gore windstopper membrane.
I'm really not a fan of bulky gloves and they just need to be resonably warm; Water or windproof is a bonus!