I like fleece fingerless gloves. I've used wool and neoprene as well. I hate the feel of neoprene. Wool is pretty good, but gets rancid smelling over time. Fleece is cool because after they get wet, you can squeeze and/or fling the water out of them more easily than wool. Like wool, fleece is still warm when it's wet.

I have found that the gucci fleece gloves are a little better than the cheaper ones. I have a pair of North Face, a pair of Patagonia, and a pair of Cabelas. The more expensive ones fit better.