In cold weather, it's important to wear gloves that provide warmth without sacrificing dexterity. Fingerless gloves or gloves with fold-back fingertips are ideal for fly fishing as they allow for easy knot tying and fly manipulation. Look for gloves made from materials such as neoprene or fleece that provide insulation and are water-resistant. It's also important to choose gloves that fit well and do not restrict movement.