We bought some Scott brand mittens for my daughter when she was 3. We got them at a sporting goods store. I remember they were quite pricey (around $15-20), but worth every penny! We bought them big and she's still wearing them now (she's now 5 1/2). They are a bit longer than the normal mitten, they have Thinsulate in them, so she stays toasty & dry. And the best part about them, is they have a diagonal zipper & velcro closure to help get them on. Getting mittens on a squirmy toddler is hard enough. With these, when you unzip the zipper & open the velcro it pretty much opens up the whole top of the mitten. That way, you can make sure the their thumbs and hands are positioned right. Then, zip & close the velcro. We put them on BEFORE we put on her coat. That also helps to keep them on & her dry. We snowmobile & play in the snow constantly in the winter, and so far after 2 winters, they're still fabulous! They came in light pink/black & light blue/black. That is the only downside. The light color shows all the dirt! But, it is a small price to pay. We're planning on getting some for my 2 year old son this year.
-Shellie