"I once spent 36 hours outside photographing a dog sled race when it was -25 degrees. I used a pair of liner gloves under a pair of Ragg Wool fingerless gloves with the mitten flap while I was shooting and inbetween racers, I stuck my hands into a pair of US Army Arctic Mittens. I have used this combo for down to -55 degrees and stayed warm. "
These are what we use when we shoot in the cold...mittens with a flip top that allows me to use my index finger. I also keep a pair of synthetic Mechanix Brand 2.7s for when the weather is not completely bitter. This allows me much more freedom in handling the camera and shooting. They provide open access for the tips of the thumb, middle finger and index finger. I cannot reccommend them enough.
Cheers
James