There have probably been more new glove designs appeared in the last few years than any other item of equipment. And none of them are perfect! However though the one glove that does everything is some way off existing, some of these new gloves are excellent.
Walking: Whilst having a waterproof glove or mitt in your rucksack is probably a good idea in case the weather gets really bad, wearing them when it is not actually raining is not. As with all waterproof clothing, however breathable, sweat build up will occur and this leads to chilling. Consider using wind resistant gloves instead and save your waterproof ones for downpours.
Climbing: The main secret to having warm hands when ice climbing is to have several pairs of gloves available. Firstly for walking in to the crag something like a pair of windproof or thick liner gloves so that you do not sweat up your climbing gloves (which will then chill on you as soon as you slow down). In general, for climbing, mitts are warmer than gloves: however if you have to take your mitt off to place/remove gear and it fills up with snow then your hands will get very cold so it is better to wear a glove that is dextrous enough so that you do not need to take it off. Either an insulated softshell type glove glove, or an insulated waterproof type should suit your purpose, but for long routes or multiple days two pairs are sensible - when one pair becomes wet, ditch them in your sack, pull out a nice cosy dry pair, and be the envy of your climbing partner! Finally, for warming your hands up at the top of a route and walking out it is hard to beat Buffalo Mitts (very light to carry so the ideal spare mitt) or Dachsteins, and the latter make a good spare climbing mitt if you drop one of your gloves. An alternative method that also works well is to wear a very thin glove and a big warm mitt. When you need to place gear slide the hand out of the mitt and leave the mitt captive in your axe leash. This is a bit more cumbersome but is probably a better method for anyone who suffers from cold hands.
The BMC site has a useful page on Frostbite and there is an excellent article on keeping your digits warm (and indeed on keeping your digits) on Tim Mosedale's Website.