I have tried full glove neoprenes and fingerless gloves, but REALLY like the fold over mittens. Simms makes a great pair that I'm now using. Very warm and they dry fast. You can leave these on when tying on a new fly, leader or tippet. Then when your hands get cold, just fold over. There are other brands too, LL Bean, Orvis and I'm sure a few others too. I however will recommend the Simms, as I have field tested them and the Windstopper fleece is very warm.
http://www.simmsfishing.com/site/windstopper_foldover_mitt.html
There have been several threads about this, do some browsing as there is a lot of good info. These are just a few.
http://www.paflyfish.com/modules/newbb/viewtopic.php?topic_id=5398&forum=2
http://www.paflyfish.com/modules/newbb/viewtopic.php?topic_id=5526&forum=7
http://www.paflyfish.com/modules/newbb/viewtopic.php?topic_id=5579&forum=2
http://www.paflyfish.com/modules/newbb/viewtopic.php?topic_id=5574&forum=2