[font=trebuchet ms]Gloves with the fingers cut off work well for fretting hands, and light work gloves with those little rubber freckles on them make it easier to hang onto your pick, but they're a real drag on the back of the guitar neck, so you need one glove each from two different pairs.
A bigger issue is the thermal effects on your instruments. Guitars do not like fast temperature changes. Sudden temperature change (we call it 'thermal shock' in my business) can ruin the finish and even cause structural damage to the neck and body! :eek:
If there's a [u]secure[/u] place to put them, leave them with the cases wedged open about 1/4 inch to allow them to match the ambient temperature. Be sure to tune up about half an hour before you play, and then check them again just before you go on. When you finish your set, put them back in the cases with the covers latched. You can then bring them inside, but don't open them up for at least an hour.
Obviously, a trem-equipped axe is not a good choice for an outdoor gig in cold weather.[/font]