My recommendation is the same that I give for clothing- get mountaineering stuff, rather than "ski" stuff. They are usually more ruggedly and functionally constructed, and warmer, too. I am currently using the Marmot gloves, and I get cold hands really easily. In my opinion, things to look for are a removable inner glove (easier to dry), primaloft, outlast, or heavy weight fleece insulation (down is good for high altitude climbing, but not as good for most skiing), and fabric, not leather construction. Waterproof leather palms (like Pittards) are good, as are the synthetic leather palms. My personal favorite brands are Marmot, Black Diamond, Mountain Gear, Patagonia.
On really cold days, I use mittens (BD Mercury's), or those handwarmer things that you put into your gloves. They really work! Another alternative that is a compromise between mittens and gloves are the "lobsterclaw" gloves- they have an index finger, and the other three fingers are together like a mitten. Warmer than a glove, more dexterity than a mitten.
Look on web sites like reioutlet.com, sierratradingpost.com, and mgear.com for closeouts- no need to spend $150. on $150 gloves when you can get last year's model or overstocks for half price.