Recently ordered a pair of Zero Friction (Storm) All Weather gloves from Costco. I'm in the Chicagoland area they are warm but interlocking fingers with these gloves isn't ideal because of how thick they are around the digits. The gloves also bunch-up when you curl your fingers in. These gloves are great value but I would be willing to pay slightly more for a pair of gloves that would let me play with my normal grip.
I have been working to switch my grip to a 10 finger grip to make it work with these gloves, not happy about it but getting to still play in cold weather is a win IMO.