I have a nice pair of North Face winter gloves intended for mountaineering. While warm, they still permit fairly decent manual dexterity and aren't too bulky to go inside a trigger guard.
As far as drawing from under a coat goes, well, that's why there's a J-frame Centennial equipped with CTC LaserGrips (currently a 432PD) that lives in the outer pocket of my Columbia parka all winter long.