I use a pair of Silk glove liners - very warm and very thin with a pair of thicker leather and thinsulate gloves over the top. I take the thick gloves off though when a shot is likely, and on te liner gloves I have a hole on my trigger finger.
But unless it is very cold I tend not to bother with gloves and use hand warmer pocket and find my hands stay warm provided the rest of my body is warm.
But in cold weather trigger control is more difficult and lightweight triggers can be a real issue. I have a set trigger and certainly don't use the "set" when it is cold. In cold weather / difficult conditions, good technique - ie breathing control, squeeze etc is very important - something that I tend to forget.