Cold hands due to cold/wind
The most important thing is to make sure your core temperature is high enough.  As your body begins to chill, it pulls blood away from the extremities, to maintain its core temp.  Often times cyclists will think "my core temperature feels fine, but my hands are cold" so they think they need warmer gloves, when in reality they need another jacket/vest/jersey/base layer.

Also, remember body heat is generated in your torso, and has to be piped to your hands.  If, for example, you were riding with bare arms, and giant oven-mitt gloves, your hands would still get cold, because the blood would have lost too much of its heat before ever reaching your hands.  Again, long-sleeved jacket/jerseys, base layers, and arm warmers can all help significantly with keeping hands warm.

Good gloves are important to keeping your hands warm, but they're just one part of the chain, and if any of the pieces are missing, not even the thickest, warmest gloves in the world will stop your hands from getting cold.