Mittens are warmer, gloves are more functional.
There are some good gloves out there, but don’t think anything can beat some fur lined leather mittens. Wool or synthetic lined leather mittens are ok too. They need mink oil maintenance.
Gloves (and mittens) are like boots and shoes or tires. What’s best? Depends on what you’re doing.
A good ski glove can keep hands pretty warm, but won’t last long if you’re loading firewood. Insulated leather work gloves are good for firewood, maybe not so good for skiing.