I just bought the Roeckl Winter Chesters. Despite living in northern New England, I've always refused to wear winter gloves because I cannot stand losing the close-contact feel on my reins. The Winter Chesters are great though! A little bulkier than the normal Chesters (to be expected), but still a very good contact on the reins.
I just bought these and rode in them and they were GREAT. Not bulky and really warm, and they have the grippers on the palms that help with holding your reins. They also are made of a material that DOES NOT attract dust and hay and shavings. I thought they were great!
I have the silk-lined SSG gloves that others have posted... they work great for lessons and more active work, but they're a little too light for just hacking around outside in the wind. Then I use my bulkier Mountain Horse ones. I do love how thin the SSG ones are.