Not only gloves will help keeping you warm on your bicycle during winter. Good socks will be helpfull too.
I have several types of wintersocks. Some of them made from wool, others made from mixed fabric. When it's extremely cold I use two pairs.
The pair I've drawn are warm enough to use when it's about zero degrees Celsius. Below that temperature I have to put on a second pair. Sometimes I even put on my neopreen overshoes. But only when it's extremely cold and windy and I've planned a long ride.