After wearing winter gloves for years, then moving onto heated grips for years and now to heated gloves for years - there is no comparison - heated gloves win hands down. Heated grips are nice, for casual riding, but they only heat the palms and I have even had a grip melt away when touring in the cold, while the grips were on high heat for a long time.
Like ZX mentioned about the Velocity gloves, they are battery powered, well made, armoured and really comfortable. I have a few different pairs of heated gloves (Gerbings, First Gear and WarmnSafe), all of which hook up to the battery on my bike. They are good, but useful only on the bike, whereas the Velocity ones can be worn off the bike as well. I now also use the ultra thin heated glove liners which are good if you want to wear your regular moto gloves for protection, while still getting full hand heat from a glove. These liners are use the similar tech as the infra-red in the Firedupx ones, but these liners are much cheaper since they are liners only. They cost about $80/pair and also draw less power from the battery. They often go on sale, and so I picked mine up for around $50.