Choosing the right pair of gloves essentially means balancing two factors: warmth and dexterity.
A classic five-fingered glove offers a good amount of insulation without being super bulky, and your fingers are free to fiddle with zips or do up your bindings. It’s a good all-rounder for the whole winter.
Mittens are the warmest option, since there is less surface area in contact with the air and your fingers can stay huddled together inside rather than fending for themselves. They’re a great choice for January powder days, colder destinations like Canada or just for people who typically feel the cold more.
The downside of mitts is that they tend to be bulkier and of course they offer less dexterity, so you may have to take them off to access jacket pockets and so on.