The HAM guys around here swear by winter golfing gloves. Enough dexterity to work on things, but still some warmth.
Polypro liners are great, unless there is wind, in which case by themselves, as stingray said, they're useless.
For driving and general use I use a cheap pair of leather gloves with a sythetic fleese lining. Blocks the wind well, but thin enough to put air in a tire with or something. A drawback is that the fleese seems to wick away the natural oils on my hands and dry them out. I think next I'll try to find something with a natural fiber lining.