I have a pair of Gerbing heated gloves. They're very bulky and don't provide a great feel, but conversely, they're beautifully warm. Powered from the bike, they provide warmth to the back of the hands which heated grips just can't do. If I had a choice between heated grips or heated gloves I'd pick the gloves, purely for this reason. I do have both, and heated grips are great for when there's a bit of a nip and you don't want or need the full-on bulky heated gloves. Gerbing recommended not going with the battery packs as they don't last as long as permanently-wired gloves (can't remember the battery duration) and everyone forgets to condition the batteries, so they go flat and die in the summer and then don't work when you need them in the winter! That said, the cables for the gloves can be a bit of a faff. I'm only a leisure rider - if you commute all year round I would highly recommend trying heating gloves - they're a revelation!
I've not tried heated inners, but in principle they sound like a good compromise, providing you don't need to get ordinary gloves so over-sized to accommodate them that they feel like riding with flippers on your hands the rest of the time!