I have a pair of very lite Under Armour gloves that I wear when the temps are mid-20s and above. I have a heavier pair from Nike I wear for when its low 20s and below.
Both were "running gloves" that I bought at a sports/running store. They have extra reflective bits on them to help improve your visibility if you're running when it's dark. I think they were each somewhere between $20 and $30.
I'm trying to "streak" the month of December (run at least 2 miles every day). It's currently 11 degrees here in Ohio. I might be wearing both pairs of gloves today
