My winter riding tends to be utilitarian -- commuting, shopping, getting around town. Maybe
wolfchild and I are thinking along similar lines: Clothing that works for other outdoor activities at a given temperature, should also work well enough for cycling, with minor modifications that are easy to figure out. If you've just moved to a cold region, or haven't spent a lot of time outdoors during the winter, then you've got more to figure out. If you're just getting started, don't do anything dangerous. Dress as if you might have to walk a few miles. You can figure out if that's too extreme as you gain experience. You can also stay home if it gets colder than you're comfortable with, or try just taking a long walk and seeing how your gear works for that.
The cycling specific things are:
1. Keeping your head warm while also wearing a helmet. There are lots of windproof cycling hats that fit under a helmet. If it's much below zero F, I switch to a downhill ski helmet and goggles.
2. Operating your brakes and shifters. I have a 3-speed Sturmey Archer trigger shifter that's easy to operate with heavy mittens. Look into bar mitts as well.
3. Your feet. I ride platform pedals, so I just wear thick socks and hiking boots.