My girlfriend gets cold very easily, but we've found a couple of solutions and now go out in all conditions. The first was a pair of Burton Toaster mittens. They're extremely warm and easy to maneuver because they have an inner layer that's a glove and an outer layer that's a mitten so your fingers move independently underneath the mitten. And they have a pouch where you can insert a heat pack on really cold days or open it up for ventilation on really warm days. Mind you, they ain't cheap but they really do work. (Personally I use the Grandoe GCS gloves and am very happy, but my problem generally is being too warm, not too cold.)
The other solution was a pair of hotronic electric boot warmers. Now these are very expensive and only are an option if you own boots. A ski shop installs a heat element into your insoles and wires it to a small battery pack that you attach to the outside of your boot. The battery pack is adjustable so you can crank it up on cold days and tone it down on mild ones. You have to remember to recharge the battery every night, but otherwise they seem to work beautifully. I can't speak firsthand because I don't have them myself, but I know she loves them because she tells everyone she sees about them. And now we can go out in the most frigid temperatures without any concern.
Hope that helps.