Your gloves will mimic your top layer. If you're working hard, like xc skiing or snowshoeing, you'll want something pretty thin and light that you won't overheat in. If you're just hanging out in the snow, you'll want as much insulation as you can get.
I have a few different pair of gloves, and i haven't tried the latest and greatest stuff out there, but I've tried a variety of different types of gloves. Oddly enough, I tried some
Fox Antifreeze Gloves for mountainbiking in the cold, and I end up using these gloves 99% of the time I'm outside. They don't overhead when working aerobically, but they keep me warm enough when I'm not working. Plus they're relatively thin, so I can still actually use my hands.
Costco had some HEAD brand gloves a few years ago for $15. They were super toasty, and a bargain, but the fingers are quite thick and it makes things like preparing meals, setting up a tent, modifying your bindings, etc a bit more difficult. But for the price, they can't be beat.
My next pair of gloves will be some thin merino wool gloves for chilly season camping (March-May). They won't be enough for snow camping, but they'll be better than the little cotton target ones (which are fine as long as you don't get them wet).
Everyone's hands will be different. My wife has cold hands all the time, so she requires more insulation on her gloves than I do. Hope that helps.