I used to have the same problem. Last year I decided to get some decent mitts though, and It was my best purchase ever. I got Black Diamond Mercury mitts. They are a bit bulky, but super warm. They don't have individual fingers, which is great. In my opinion, individual fingers in a liner in a mitten is just dumb. It separates your fingers and spreads the warmth. With everything together, it stays nice and toasty. They do have a trigger finger as well, if you ever need it.
Bottom line, go for mitts if you really want warmth.