In reply to ow arm:
I get Raynaud's symptoms (whether that's Reynaud's Syndrome or not is another question). In my case it's mostly a problem with toes in climbing shoes during the winter, ow, ow bloody ow!
For climbing (or whatever) a good core warm-up helps, anything to raise the pulse a bit before the boots and big wooly socks come off.
In general I find a little bit of Aspirin helps somewhat. I break standard cheapo supermarket tablets into bits and take about 1/4 - 1/2 of one daily over the winter. Of course it could just be working as a placebo, but that's ok with me.
Oh, if gloves are no help, are there situations where you could wear mittens instead? Or for cycling etc, perhaps split the difference and try some 'lobster claw' type things. (Aldi had some for cycling in their last bike gear special, may still be a few kicking about in their shops.)