The options here are glove liners, lobster gloves, full fingered gloves, and a few other variations. I personally find glove liners to cramp my style and my hands, so I opted for some heavy duty winter gloves. Body Wear Arm warmers are popular for the jersey fanatics, but they just don't provide enough for my old bones. I have a great wool jersey that really keep me warm, and I just wear a T-shirt under it. And no it's not itchy.
Many different varieties are out there.
Depending on how you wear your do, there are many options for under your helmet. You have your typical ear only warmers, that fit like a head band just around your ears. You have skull caps that fit exactly what they say and are still small enough to fit nicely under your helmet. I actually prefer something that extends further to my neck to keep out the wind. You can find these in face mask varieties and those that tuck under your chin.