I use these for winter cycling. Info about when I use which ones of these can be found here. (The notes on this photo are taken from the answer I wrote there.)
- Regular cycling gloves
I'll use these, usually with glove liners underneath, when riding in slightly warmer winter weather.
- Glove liners
These are about the thickness of denim, but can be rolled up like a small pair of socks. I usually take them along for that reason along, but they serve well under regular cycling gloves or even full-finger gloves.
- Full-finger winter cycling gloves
I used to bring bulky ski gloves along before I got these. The full-finger cycling gloves I have are made by Gore, and are super-warm (more so than those bulky ski gloves) and water-repellent. It's a bit of a squeeze to fit liners under them, but it works well. The disadvantage of these gloves is that I can't work my GPS or phone easily with these on. They're also overkill when I'm not riding, or if I'm riding slowly.
- Conventional winter gloves
These are good for off the bike on a tour, or when the Gore gloves are too warm but the liners/half-finger gloves are too cold. These are also excellent for snowball fights.