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I always carry two pair with me. As has been suggested a big pair of wool mittens as well as a pair of wool glove-mitts...the kind that has a flap that go over your fingers and make them into mittens. I use them most of the time since they make it easy to re-tie lures/lines. But then if my hands get really cold I pull out the big mittens and get them warmer. Both pair I stick a pair of those little air activated hand warmers (tea bags) into. That way I always have warm hands.
Scavengerj nailed it right here.