I'm Finnish and for me the answer is leather and wool, usually.
Going -25c and colder I'd change from my basic leather gloves to larger ones which aren't as good though, but they reach further up the arm and have more filling in them so they're warmer than the basic leather glove and make sure O don't get wind up the arm or hand, but they let in wind more through the glove though, as they're not leather, but the filling makes up for it when the trip is less than an hour.
If you smoke cigarettes or use nicotine, cutting that out will help tremendously with your peripheral circulation, which is what freezes your hands.
My problem has usually been the face. Covering up mostly is easy enough and if it's sunny I can wear shades. But it's not usually sunny in the winter in Finland and I need to see so I had to leave eyes open usually. Which sucks ass when you're driving 35km/h into ice crystals in the air.
But today I finally got myself a pair of driving goggles.