Here in Northern IL I've never hesitated to wear gloves when shooting or hunting in cold conditions, but don't want to forfeit any dexterity in fair weather.
I wear black Pig Alpha shooting gloves every day in midwestern winter. Though more expensive than mechanics style gloves, they offer the same level of dexterity and insulation, last twice as long and, at a glance, look more like the gloves that most people wear. When forced outdoors in bitter cold conditions, I have found that Banded brand insulated waterfowl gloves offer a lot more warmth at a very slight cost in dexterity. They served me well on a 309 yard WY cow elk, wind chill -15.
I also wear a glove on my support hand when doing carbine manipulation drills (reloads, malf clearance etc). Strong hand remains in shooting position, while the support (clumsy?) hand does the work and is exposed to pinches, scrapes & bruises. It takes lots of repetitions to develop muscle memory and a timer can act as a clumsiness multiplier.
Since I carry throughout the year, I shoot some drills with gloves & my edc before cold weather arrives. Some friends and I shoot skeet & sporting clays weekly, year round.