Gore Winter Gloves
These are very nice and warm. Definitely wind proof, but I am yet to ride them in the rain so can't give the waterproof comments yet.
I also agree that the sizes probably run a tiny little bit small, but I generally wear a medium, and the medium, while tight, are still ok for me. If you are borderline between sizes, I would go up.
The only thing bothersome is like Bent-Jarle says about the lining following your hands out of the gloves, but it just means you have to pay attention when taking them off; small hassle for very warm gloves!