I am a firm believer in light gloves. My fingers are never cold until my circulation slows down, at that point no glove is going to warm them up. Second problem with heavy gloves is they trap moisture, Goretex/ anytex, all of them will trap moisture as soon as the heat on the inside stops.
I love a wool glove liner we get at work, they are as common and cheap as they get. Add an overmitt with a chemical heat pack and you are done. If the fingers get cold you need to increase circulation to them. It is very fundamental but your fingers are too far out on the pipeline to get much heat once the pump slows down.
Mind the moisture builup as well, change gloves every hour or two especially if they are jammed in your pockets. Don't be afraid to start the heat packs too early either they'll last 12hrs, another thing is to try the body heater size. My girl swears by the large size packs in her pockets, A pkg of them is cheaper than a gallon of gas or a large coffee and much more welcome at 10 AM on a windy 15 degree day.
One last thought, caffiene and alcohol will both exagerate the problem in the end. I honestly stay warmer by drinking water than coffee if I'm going to be on stand a long time, try hot chocolate or decaff. A warm gutpile is the best though, good luck on your search, give some of my ideas a try though they are pretty cheap compared to $50 gloves.