base layer (two piece or one-piece, usually for hunting) and then slacks, good thick socks, undershirt (not cotton, go for capilene or similar), long sleeve shirt, jacket, gloves, and something under your helmet to cover your ears (baclava, beanie, or other... i use a piece of cloth i cut from a hoodie which fits into my helmet and the straps fit through slits i cut and it covers my ears nice and snug).
i'm in philly and i'm here to tell you that if the wind isn't that bad, and there's no slippery nonsense on the ground, you can still jump on your bike.