It depends how much I'm exerting myself, because I generally create a ton of heat and need minimal insulation while moving but cool off really fast when I'm not.
As a result, I have a few glove systems I've worked out that I like.
For -5 to 15F moderate activity, I really like the OR Warrants I got for this season. Dexterity is awesome and they're pretty warm too. To give you an idea of the dexterity, I do a lot of photography and I use these gloves for camera work without taking them off. They don't dry fast, however, so if I start cooking I take them off really fast and switch to something else.
For 15 F and up with activity, I use various combinations of OR Stormtrekkers w/ and w/out liners, OR Alibi (old style, no gauntlet and uninsulated), and cheapo Manzella silkweight windstopper gloves. I often use the old Alibi's for spring/fall scrambles so my hands don't freeze on the rock, as well as for snowclimbs where the lack of a waterproof liner keeps my hands from overheating. The Manzellas are cheap and not nearly as durable and they wet out faster, but they dry really fast, so sometimes I carry a couple pairs and alternate them. They also take up zero room and weigh nothing so it's not a big deal.
When sitting or when I expect it to be really cold, I use the BD Guide or BD Mercury Mitts. The Guides only have a bit more dexterity than the mitts so don't expect to do a whole ton with them, but they are both very warm. The new design on the OR Alibi also looks very warm, but I haven't used them yet.