A lot of times, if your hands are cold, your core may not be warm enough, try wearing a warmer mid layer.
If you still just have poor circulation, you are likely better off with a mitten. Swany makes a mitten called the toaster that I really like.
But if you still want to go with a glove, something that people don't realize is that you need a little bit of space at the end of each finger. Like half a centimeter or so. Air is an amazing insulator, so if you have a little bit of air at the tips it will insulate better than your fingers going all the way to the end.
I like leather cause it's naturally breathable and easy enough to keep it waterproof. But if you fail to seal it/treat it when it starts to dry out, you can get cold hands fast/ruin an expensive pair of gloves.