I usually go to a motorcycle store and try on a few different sizes and styles of womens leather gloves that have a thin layer of thinsulate in them
They wont work for hours of outdoor shooting, but they usually work for awhile of being outdoors in frigid temps.
I've found that the womens sizes are different than the mens. A mens small is usually too big to give me the tight dexterity I like in a shooting glove. A womens medium usually fits perfect for my hands.
I see different ones in each store, so I usually shop around each cold season. I'm a glove freak and have about 20 pairs for each activity we're doing. But my shooting gloves are the ones I keep on most of the time, so I tend to go through them the most.
If you have a Gander Mountain or a Bass Pro Shops, go try on some of the gloves they have in the shooting section. There is some good ones made for shooting firearms in cold weather too.