Sealskinz act more as a vapor barrier so your hands will usually end up being quite soaked from sweat as much as anything.
If you want to go the vapor barrier route, using a pair of latex gloves (like the ones medical people use) INSIDE of any other gloves or mittens will generate toasty hands pretty quickly. You should also be able to figure out if this is a route worth exploring for a very small investment of money and carry weight. I carry latex gloves in my first aid kit anyway so I also have them as an emergency inner glove too.
Keep in mind that thick gloves aren't necessarily warmer than thin gloves, too. Windproofness, how much water they can absorb, and even radiant heat loss from a larger surface area on thicker gloves can be factors.
If you are going out in the winter, you ought to have mittens and overmitts too. Even if you don't like them or find them awkward, your hands will most likely be warmer in them than in gloves. The combination of liner gloves, fleece mittens, and waterproof/breathable overmitts is hard to beat.
Make sure any gloves or mittens you have aren't too tight.
Make sure you have a warm hat. More specifically, if your core temperature isn't being adequately maintained, your body will compensate by restricting blood flow to extremities like your hands and feet.