Raoul, like you, I ride in cold weather. While heated grips and gloves are nice, I haven't brought myself to using them, even in temperatures down to the teens.
I use handlebar muffs from this time of year on into the spring. One of the keys to making these work, is to block out any air flowing into them. You'll get a lot of air flowing up through the plastic covering the handlebars. So to stop that, I stuff an old rag into each end by the grips trying to make sure I block all the air...and that I don't damage anything with the screwdriver I'm using to force the rag in there with.
I then cover that with black duct tape to seal it even more. When that's done, I put on the handlebar muffs and get them positioned right. I'll then use that black duct tape to cover over the edges where the muffs attach at...again to seal out any air flowing in there.
When I'm done, I have a nice cozy place to put my hands. It's not only much warmer than using handguards, but keeps the gloves dry in rain.
Some handlebar muffs will move back because of the airflow to press against the brake levers. I used some scrap metal to fashion an "L" shaped bracket that attaches to the handlebar weight screw and sticks out beyond the brake levers. It gives me plenty of room to slip my fingers over the brake levers in a hurry.
I use Olympia Cold Throttle gloves with a glove liner inside.
http://www.bing.com/shopping/olympia-43 ... &FORM=HURE The Olympia Cold Throttle glove has more insulation on the back of the hand where the blood flows...it helps keep them warmer. My liner is from REI, but most similar liners would work.
http://www.rei.com/product/801672/rei-p ... ner-gloves That works down to about 30F. Below that, I change the liner to a Seirus Therma-Lux Heat Pocket Liner Gloves.
http://www.rei.com/product/661608/seiru ... ner-gloves It has a pocket on the back of the hand for one of those chemical hand warmer packets. The packets are good for about 6-8 hours. If you open the packet before putting on your riding gear, it'll have a chance to warm up. When you get to the end of your commute, put it into a zip-lock plastic bag with all the air squeezed out. I've been able to use them several times that way. A large box of the chemical liners has lasted me about 4 years and I'm not half through it yet.
One more general tip...I bring my gear inside the house each night. Partly to dry it out. Largely though to have the gear start at room temperature instead of in the 30's as it would be in the garage. I save a lot of body calories that way by not having to use them to warm up the gear.
Chris