Wrapping up so that you're too hot when standing still really really works. It forces you to shed heat through the hands. Worked for me on a naked bike, with big biking gloves with thinsulate but no thermal inner gloves.
Thermal inner gloves have been suggested too. Handlebar muffs are another option. Handlebar muffs have the added advantage that your hands will stay dry in torrential rain too.
Andy Cannon: Trail bike handle bar guards work very well at keeping the rain and wind off your hands and can allow you to wear thinner gloves later into the Winter. I had a pair on my Transalp that allowed me to wear summer gloves on my 27 mile commute into London all year round. The other alternative is to fit heated grips. The cheaper ones tend to fall apart after a couple of seasons riding although some people make them last longer than others. Best buy seems to be the Honda heated grips (available from any Honda dealer).