Being a snowboarder, I use my spring gloves (aka pipe gloves). They are thin, warm , and have grippy palms and fingers (so you don't drop stuff). http://eternalsnow.com/gloves_sprA.html And if you look at the ones they have here, you can get some in hot pink!!! -Grant
I also like those convertible mitten/gloves for cold weather. I've used a couple of varieties but I like the ones sold under the Campmor brand because, unlike some others, the thumb also flips back exposing that rather important opposable digit.
That is called grain. It is supposed to be there.
If you can find them, the best gloves I've found are air force pilot's gloves. (the ones with a metal cuff to lock onto a pressure suit) Just cut off the cuffs and your good to go. They are thin enough and flexible enough to pick up a dime, so there isn't much on a camera you couldn't manipulate with them on.