For fly fishing I like fingerless gloves like these. You can also search this site for mittens, some of which I have used and work good for things like ice fishing or horseback riding.
FINGERLESS RAGG WOOL THINSULATE LINED GLOVES.
I also have these fingerless gloves. Alaska River gloves. They work really well and are less bulky that the above mentioned ones. Haven't tried the wind proof fleece mittens, but as good as the gloves work I'm sure they would be nice and toasty.
I really like the neoprene gloves for warmth and they are waterproof. When I'm spending my time stripping big egg sucking leeches through a lake in winter and not changing flies much, neoprene gloves work great.
Products - Fishing
Hope this helps!