I've got these mittens from asics that I love and they are warm as all get out. They are very thin and they have a little thin liner, but they are wind proof. They also have a reflective stripe across the knuckle area. I do not know the name of them, but they are awesome. I got them at a local running store for I think about $35.
Good luck,
Brian.

I got mine at wal-mart for about 3 dollars,they are gloves with mittens on the end. They work great, I start out with the mittens on and when I start getting to warm I just pulled the tops off and my fingers get some air. I also have a pair of under armor gloves that I paid 25 dollars for. The 3 dollar pair work better.

sheila

• 
  MANZELLA WIND PRO® -30
  
  Polartec® WindPro® 3-Layer Insulated Mitten.
  
  Micro Fleece Lining with Thermolite Micro®. - Greater warmth for harsh temperatures.
  Pittards® Digital Leather Finger and Palm Reinforcement. - Provides enhanced sensitivity, traction and dexterity.
  Wind Pro® Fleece. - Combines wind protection, water repellency, breathability and warmth without weight, so you stay comfortable in wide-ranging conditions.
  Activities
  All Around Thermal Management Multi-Activity
  
  **************************************************
  
  
  are fantastic!