There are three basic types of gloves for us to use.
Open Cell neoprene - Unger, Contico - where some water seeps through to the skin, it then warms up to your skin temperature and you shouldn't cool down by too much because the water evaporating is on the outside of the glove, which is insulated. If the moisture evaporating was on your skin - same principle as sweating to cool you - it would chill you down to the outside temperature. When you DO cool down, you dip the gloves back into the hot water in your bucket. They need to be washed every second day minimum, because they end up like old socks. Whatever you're handling gets wet from the damp glove.
Closed Cell neoprene - Glacier - insulate the same way but no water gets to your skin. You've got to have really warm hands to give you a start, but same as before, you can dip your gloved hands into hot water every now and again too. Both the neoprene types of glove have a velcro'd strap to keep them secure on your hand, or to keep your cuffs tucked into the open end of the gloves. Both open and closed cell neoprenes are also very easy to damage, but you can buy repair kits from diving equipment shops. You sew the tear and then apply a urethane sealant to seal the gap.
Rubber Gloves - Marigolds - are OK for washing up inside, but would need an inner liner for insulation if you were outside. The ones from Omni, as Justin shows, are a thicker hard-wearing rubber glove with an inner insulating glove sewn together at the open edge. They are definitely warm! It's going to have to be really cold to use the additional liners you can get with them. Once wiped - or rubbed against your work clothes! - they're dry. Good for using cloths or writing a slip to leave with customers. Only drawback so far is that the open end IS fairly open, I'll maybe get some large elastic bands from a friendly postie to help with that. They look bulky compared to neoprenes, but are surprisingly easy to use traditional window cleaning gear with. Overall, they're the best glove I've used so far, and I've tried every glove I mentioned.
The Marigolds with cotton inner gloves were from years ago when I was sea-fishing, before anyone asks!