I've crocheted for years but I never crocheted mittens. I never thought that crocheted mittens would be warm enough and we have mild winters. As Jan said, using a smaller hook will give you denser fabric but at some point it just becomes too stiff or too hard to work with the smaller hook. If you really like the look of crocheted mittens, you could knit liners for them. Hmmmm, maybe that's not really what you had in mind?
I have crocheted sock and sweaters, both of which are fine depending on the yarn and pattern, but decided knitting them just works out better IMHO.