There are a few things to consider before you even start to seriously look for gloves. You know you want them to be warm and waterproof, but there are several other factors to consider as well.
Get the Right Fit
Look for gloves that are snug around your wrists. You don't want them to be tight, but fitted is good because it will help keep water and ice from creeping inside from the openings. Some will have drawstrings at the openings to ensure the best fit possible. Also consider how long you want them to be.
Consider the Liner
Consider the level of activity you'll be doing and evaluate what you'll need in a liner. Do your gloves need to be breathable? Will you sweat? If you'll be doing a lot of physical activity with the gloves on your hands, you'll probably want to pay special attention to the type of liner. The waterproof outside is important, but something that also wicks away moisture inside and allows the sweat to escape will be ideal.
Select the Right Type
You'll also need to factor in what specific activities or situations the gloves will be used for. Do they need to be for sports, daily life, or dressy? Gloves used for winter sports are, in most cases, quite different from those for daily life and dressier events. Casual, daytime gloves and gloves you can wear with a nice dress or suit are closer in design but can still vary. If you need a pair to bridge the gap between daytime and nighttime, weekdays and weekends, leather may be the best choice (though some may require you to waterproof them yourself).
In today's world, an additional aspect to think about is whether your gloves need to work with a touchscreen. If it's important to have gloves that will allow you to use your smartphone and other touchscreen devices, you'll need to make sure you purchase a pair that are designed with the technology to do so.
Another consideration is how flexible you'll need your gloves to be and how much dexterity can you afford to lose. If you're going to need your gloves for all your day-to-day activities like driving, opening doors, carrying bags, etc., you're probably going to want a little bit of flexibility in your gloves and the ones meant for outdoor sports aren't going to be your best choice. If you're just going on a ski trip or using your gloves for other outdoor sports and activities (like shoveling snow), the extra insulation and protection from the elements will be more valuable than the ability to easily carry groceries or turn a doorknob.