Most often, my hands stay perfectly warm and comfortable in the rain, no gloves.
If it is cold - whether raining or not - and my fingers are getting cold (which is seldom) then I will put on a thin pair of nitrile exam gloves first, and then put on a pair of polartec power-stretch gloves over the nitrile gloves. I prefer nitrile gloves because they are fairly tough and reusable, but vinyl or latex exam/food handler's gloves will also work.
The nitrile gloves create a vapor barrier. This allows perspiration to stay inside the nitrile glove. Like a wet suit, the vapor barrier will warm any perspiration which keeps hands warm. The outer glove provides additional thermal insulation. If the outer glove becomes wet, the inner nitrile glove provides an additional barrier against the cold wetness reaching the skin.
A lot of folks prefer to put a waterproof glove over the insulating glove, but I do not want to get the insulating glove wet from perspiration if the weather is dry, and if the weather is wet, the thermal, insulating effect of a vapor barrier is missing.
If I am worried about 'pruned skin' or maceration, I will put a light coating of a goop on my hands first - vaseline, BodyGlide, HikeGoo, etc. At breaks, I remove gloves, dry my hands, turn the nitrile gloves inside out and dry them. When ready to go, apply goop, put on the gloves, and start smiling because I get to walk a pilgrimage rain or shine
.