With car seat straps to fasten and keys to dig out of my purse I almost exclusively wear fingerless mittens in the winter, but on our "for fun" tromps with the sled only a full mitt will do.
I made a pair of these Bella's Mittens (so named because they're a Twilight movie knock-off) for Sweet Sister several years ago, and always meant to get back and do up a pair for myself. They're cozy and sturdy, and the extra long wrist means the wind won't creep up my coat sleeves. (When my coat fits well enough to button again, that is.) Further, if you've never cabled before these would be an awesome first project. They look much more difficult and impressive than they really are.
Whether you're a Twi-hard (is that a thing? or did I just make it up?) or not, these are some pretty awesome mittens to keep your lil' fingertips toasty!