In reply to jockster: Windproof and not too tight is the key. It's odd but compared to ice climbing, I find for subzero cycling keeping your hands warm isn't too hard, whilst keeping your feet warm is.
I've got various ones, but I had some windproof material ones that have been good - a bit knackered now so need to replace, but planet X is doing something that looks very similar.
http://www.planet-x-bikes.co.uk/i/q/CLPXWINGL/planet_x_wind_block_gloves I might go for them.
For really gnarly weather, -10 or lower I wear Marmot XTs
http://marmot.com/products/xt_glove?p=216,204 Quite a lot more in price but I used mine for ice climbing too.
I did a CX race today and it's been below freezing all day. Was completely fine with some cheap decathlon winter gloves, I think these are the closest:
http://www.decathlon.co.uk/warm-gloves-5-black-white-id_8217865.html but mine cost quite a lot less.
So overall windproof a reasonably loose. Good luck.
Now keeping you feet warm in cold temps whilst cycling, that a whole different story!
http://lightfromthenorth.blogspot.fi/2012/10/trail-riding-and-avoiding-cold...