Lots of good advice here about layering, etc so I won't repeat but will just add one point on brands. The better cycling brands make very nice winter gear but it is absurdly expensive. After trying lots of brands I've found that Eddie Bauer's "Motion" line of outdoor gear is as good or better than the cycling brands and a heck of a lot cheaper if you get it on sale. I have a pair of EB fleece-lined jogger pants that, when layered on top of PI tights, will keep me warm down to 0 deg F and not be nearly as restrictive as heavy cycling pants. On the top, EB makes a thermal hoodie with thumb holes that is a great layer under a winter cycling jacket. The hood is thin enough to go under helmet but heavy enough that when paired with a neck gaiter you get full skin coverage and can still breathe. Under Armour makes similar gear but their's are a bit more expensive. Last thought: when buying winter gear don't go too cheap (e.g. Walmart) because it's more than a minor annoyance if your winter clothes don't work for you. Nothing like taking a 10 deg ride and feeling cozy because you have the right gear on.