Can't beat gloves, especially if you ride down the slopes w/ an ipod. 

Well I like be able to move my fingers around so I use gloves...   
One good thing to do whether you have gloves or mittens is to wear glove liners under the actuall glove and try to find a set of gloves with the strap that goes on your wrist.  That way you can easily take off your glove and not worry about losing it and then zip down your coat or wipe off your goggles or w/e you wanna do and still have some protection (from the glove liner) on those cold/windy days.

mitts. i have hotfinger gloves which rock for really really cold days, but i get better grip with mitts.

I can do my bindings easy with my mitts on -- of course I use Flow Bindings.  I can only think of one thing I can do with gloves that I can't do with mitts and that is a really rude gesture anyways!