Black Diamond Mercury Mitts (6.5oz primaloft) can't be beat for warmth at a reasonable price. Beats any Hestra by a mile. To get any warmer, you'll have to go to a high-altitude expedition mitt at $150+.
However, I've found that on really cold days (subzero) a simple vapor barrier (nitrile gloves, doctor gloves, or the plastic gloves they use at Subway sandwhich shops) work wonders in a normal warm glove. Some people don't like the feel, but I guarantee your hands won't get cold. It's also cheap to try/experiment with. I keep a pair in my pocket, since they weigh and pack down to nothing. Thin enough to fit into just about any glove without trouble. Do a little research on vapor barriers - it doesn't sound possible, but it is truly magic. The best part about vapor barriers is that they give you a lot of warmth without compromising dexterity. The Mercury Mitts and anything else in that warmth category will give you very little dexterity - the price you pay for a lot of insulation. FYI, vapor barriers also work well in boots. Plastic bread bags are a cheap way to experiment in boots and work well enough that you'll even see them on the hardiest of winter mountaineering crews.
I really like my POW Tanto Trigger Mitts as a warm glove - just as warm as the warmest Hestras and also dextrous as fck. As mentioned above, I use some plastic Subway gloves as a vapor barrier and they handle the coldest weather that Colorado can dish out. -10 is no problem. I've taken them down to -25.
They're much cheaper than Hestra and have just as good of a lifetime warranty. I had some stitching come loose on a pair of gloves that were over a year old, and with a simple email with some photos, they send me brand new ones that day. I have a couple other pairs of POW gloves that haven't had problems, so it must have just been a fluke, but they didn't hesitate in the least to step up and stand behind their product. They're a great small local company in Seattle, so it's also nice to support the little guys.