There are no special rules that cyclists must follow, except for the traffic rules. If you like ski gloves, you can wear them. They really will be very convenient when changing gears. My hands often sweat on the bike, especially in the summer.
I've found that ski gloves are great for 1c and under, but anything over that and my hands sweat.
My commuter shifters are twist grip so the bulky glove fingers don't matter. If you have to do a running repair though, they need to come off.
My preferred glove is the work issue gripper glove which keeps out some of the cold and I can leave them on for tyre changes etc. Below 5c though, I end up with numb hands.
So it's ski gloves for the middle of winter and grippers for the summer, with a mix of the two during the spring and the autumn.
I got it badly wrong on Wednesday last week though. I wore grippers where my local temperature was given as 4c but I didn't check the destination temperature (minus two).
I spent the last 15 minutes of the commute riding one handed for long stretches with my spare hand tucked behind my back trying to pinch some body heat.