My bike gloves for cold rain (as of winter 2012)
As a minor update to my previous entry on gloves, I have since gotten some neoprene paddling gloves for biking in cold rain (as I planned at the time). Specifically I got the MEC Humboldt 2mm gloves. They have been a complete success in this role.
Initially I thought that the gloves would be too cold (since they seem to be only partially neoprene with some thinner, more cloth-like lining at the sides of the fingers) but in actual use they've turned out to be more than warm enough for my commute riding. If anything they're a little bit too warm when it's warmer (for example, if it's 10 C and raining). They do get wet in the rain but they stay warm; if anything, they sometimes feel warmer when wet than when dry.
(Note that I don't go on extended rides when it's cold and raining.)
(The other MEC gloves I looked at turned out to have been replaced by the Humboldt gloves, which will undoubtedly be replaced by another version at some time. The 3mm Humboldt was substantially more awkward and less comfortable than the 2mm version when I tried it on, and given how warm the 2mm Humboldt is I suspect the 3mm would be significant overkill for me.)