Annox Session is a pair of super nice ski gloves in impregnated leather. This makes them both waterproof and very durable. In fact, these ski gloves can last for several years if the leather is properly cared for.

These mittens fit really well around the hand, and you can tighten them both at the wrist and further up the arm, so that you avoid snow getting into the glove.
The gloves can also be easily clipped together when not in use.