Glove system
When winter climbing, your extremities are always the hardest things to look after, cold hands and feet can be grim, and, in some cases, dangerous. With feet it is quite simple, warm boots and thick warm socks, little adjustment needed. If you just want warm hands the answer is quite simple: massive mitts! However, that makes climbing very hard, if not impossible. Dexterity is as important as warmth when you’re actually climbing. We need to tie knots, clip gear, hang off axes and sometimes pull on holds, all in gloves.
Here's the system I'm currently using for winter climbing
I use a few pairs throughout the day. This has become more important the harder we have climbed.
The Walk in
Walk in to the routes in a thinnish pair. Your choice here depends on how cold it is, from a thin pair of cheap polypro gloves, to something bit more protective like a simple Powerstretch glove, or if it’s particularly cold a softshell like the Rab Vapour-rise Glove or the Outdoor Research Lodestar could be used. These need to be thin because you'll be warm walking in, and very dexterous because you'll be handling a map and compass, putting on crampons, racking up etc.
When climbing the final slopes to the climb, whether seconding or leading, cover the gloves with a waterproof shell mitt, like the Tuff Bags from Extremities. This is often the snowiest part of your climb and will soak your gloves before you set off. Not good. The shell mitts keep you so much warmer and completely dry, also as they are very thin you can still belay in them and stick them in your jacket when climbing without the bulk.
The Climbing
For actually climbing in (on the lead at least) you need to think about how much dexterity you need for the pitch. For a tricky mixed pitch, where you might be fiddling with micronuts and blades and things you'll need all the feel you can get. Lodestars and Stormtrackers are brilliant here. Of course, the more dexterous the glove, the less insulation you can fit into them, so your hands may get a bit cold. The next step up in warmth, for a slight compromise in feel, would be gloves like the Rab Baltoro and Guide, and these would be great for slightly less technical climbing
When seconding stick a thicker, warmer pair on. I use the OR Alpine Alibi which are much warmer and still fairly dexterous. I pop the Lodestars in my jacket while seconding or belaying and by the time I lead again they are toasty warm and nearly dry. You can tuck them inside your shell while you’re actually climbing, and then inside those big mesh pockets inside your belay jacket once that goes on.
If it’s very cold or a really hard climb (where I'm likely to be belaying for a LONG time) I will consider taking belay mitts too but often the thicker gloves with a shell mitt over is fine. Basically swapping gloves all the time means you have so much versatility and the gloves dry and get warm in your jacket!
For multi-day climbs it's worth considering modular gloves, such as those made by Arc'teryx, as the removable inner makes them easier to dry out and you can simply switch inners as they wet out.