I think gloves are an often unthought of aspect of what to have in a EDC bag.

I always carry a pair of thin poly pro glove liners. I use them in the winter for running and cycling (under my bike gloves) and the rest of the year I use as needed.

For my lighter, more compact EDC kit, (like the one I use when running in the desert) I carry surgical gloves as a vapor barrier for the middle of the night when I would just be trying to stay warm and alive. I also carry a shower cap, free at any hotel, as a head cover. They weigh nothing and take up almost no space.

For a pure "keep your hands warm" situation, I like mittens, more specifically Pearl Izumi 'lobster gloves'.

For general use I use leather gloves mostly. I have several pair of military style gloves including nomex, reinforced, shooter style gloves and those are also good. Its amazing how much vibration and cuts can be solved with even thin gloves but if your trying to not get poked when picking up sharp debri, thicker the better, but you lose tactile ability to pick up small objects.