My favorite is MadelineTosh yarn for fingerless mitts. I recently knit several pairs using the MadelineTosh Worsted. Love love love it!
MadelineTosh Pashmina Worsted:
Another pair using MadelineTosh Vintage Worsted:
I like the fact that MadelineTosh will use the same color ways across her different weights and fiber formulas. So I made complementary scarves to "go with" the mitts, but using fingering for the scarves.
The yarn isn't terribly expensive. It blocks beautifully. It feels wonderful next to the skin. I really stand by this yarn, especially for 100-400 yd projects. Larger projects requiring 2-3 hanks such as a shawl will absolutely necessitate alternating the 2-3 hanks every two rows to prevent unsightly color changes where you'd otherwise finish one hank and attach the next. Can't do that with 'handpaint' yarns, as you prolly know.