Some people do very well with their hands at cold temperatures when skiing and other people do poorly--buying a variety of heavy mittens and gloves but never finding anything that keeps their hands truly warm. Mountain bikers who use their bikes on snow have made "poagies" which go onto the ends of their handlebars to accommodate their hands for steering. They are essentially large bags that are insulating and windproof that allow easy access to the control surfaces with hands not encumbered by gloves. I have adapted this scheme to the tops of ski poles which allows you to grab onto the handle without trying to jam a huge glove or mitten into the strap. This ski poagie can be used for both x-country and downhill. For me it has been wonderful to ski for hours at -10 and never be bothered by cold hands. I was one of those people who tried everything and thought I would have to give up skiing because of my hands' intolerance of cold temperatures, but now I just place my bare hand into the sleeve and am totally comfortable.
The poagies are made of windstopper fleece material that is cut from a pattern and sewn together on a sewing machine. The poagie allows just enough room for your arm and the ski pole to enter and not allow air movement. The design depends somewhat on the size of the ski handle and the amount of insulating layers you want to use and should be modified accordingly.
Step 1: Gather Materials
You need some windproof fleece material. This is readily available at fabric stores that sell fabric for outdoor gear design. There are large varieties of this fabric but asking for "windstopper fleece" should get you going in your hunt. You want a fabric that doesn't allow the passage of cold air yet insulates well and allows the moisture that you build up inside to leak out. You don't want anything that is unbreathable and plastic coated. I built my poagies of two layers of this fabric because I needed more insulation--depending on the thickness of the material you may opt for one.
Sewing Machine--you don't really need one if you can hand sew it--but it sure helps for neatness.
Wife/Girlfriend to sew these things--if you're female you probably know how to sew--I never got this training so spare your partner a lot of grief and don't try to use this machine for the first time by yourself on thick fabric like this stuff.