Freehands Gloves. These gloves are made with Thinsulate insulation and are great for keeping your hands from freezing when you're outside snapping photos.
They are not bulky at all so they go on easy and feel very natural. You could use them as driving gloves and in fact I often leave them on when I get back to the car and drive off to the next photo location.
They are definitely not a replacement for proper winter mitts. If it's below -20C/-4F, these will not keep your hands warm long-term. If it's really cold I will wear my winter "skidoo" mittens over top and just slip those off to shoot.
One thing, good and bad, is that the material over the thumbs and index fingers is quite thin. I keep the fingers "on" when using my camera as I can feel the camera controls through the material and don't need to flip them back. However, that means they aren't insulating very well and I can end up with a couple of really cold fingers after a while. Thicker material would mean I'd have to flip them up to use my camera and bare skin is not good in Winnipeg's winter. I don't know what the solution is.
These are pretty inexpensive - about $30/pair via Amazon or at your local camera store. I have fairly large hands and I use the XL size.
I heartily recommend these or similar gloves for shooting in winter.
See them on Amazon
Note: I do receive a commission if you follow the Amazon link and purchase something. I only recommend products that I have personally used or come highly recommended to me.