I'm sorry, I was probably not clear. My body was plenty warm. The clothes were fine. It was the places that I DIDN'T have clothes on that hurt. My face.
Breathing hurt me, because the air coming into my lungs was cold. I guess my issue is that, I thought I had taken care of all potential cold issues, and I hadn't. Something about riding my bike wearing a ski mask and goggles....just isn't appealing.
Though neither were bike shorts when I started.

Thanks for the links on the IBEX though. I am always looking for good base layers.