I've had the chance to test out a litany of glove combinations in my twenty-two running winters, and here are a few options that have worked well for me. I must add that my hands (and body) tend to run on the cold side of things, and what works for one runner may drive another nuts! If you're a Winter Warrior, please share your glove recipe in the comments.
Credit: Runner's World
For runs that are 32 degrees Fahrenheit (0 Celsius) and warmer, many runners including myself keep their digits toasty with a traditional running glove like Agloves (tech savvy), ASICS Reflective Knit Gloves, or if you're on a tight budget, a cheap pair of stretchy synthetic gloves you can find at your local retail store.
If the wind kicks in at 32F and above, your extremities are at more risk of getting cold, especially because you're moving your hands back and forth cutting through the wind. In this case, go with a warmer, thicker glove like the Brooks Vapor Dry, Mountain Harwear Momentum Glove, or a convertible glove like 180s Ultralite CRG - Convertible Running Glove.
In the event of extreme weather (below freezing, windchill, and sub-zero conditions), a layering system will work well. The great thing about this is you can mix and match with various weights of gloves to see what works for you. For those who run warmer, you might start with a wool glove liner (or your 32 degree gloves) to absorb the moisture and cover with a shell mitten to block the wind, keep you dry, and create a layer of warm air between the two gloves. The key is to purchase lightweight and shell layers to provide a flexible variety of options all winter long.
Related: How to Train in Sub-Zero Weather
For those who have circulation issues or enjoy super warm, toasty digits, add a heated hand warmer packet in your mitten, and your running buddy will wonder what you're smiling about. It's funny how a little luxury like heated hand warmers can make your day (or your long run). I used these and a ThermaCare back warmer when I raced the Antarctica Marathon. It was 40 mph winds and snow over your head, but my hands were smiling the entire time!