Honestly I think my best layer is my winter ski jacket. Just a regular Columbia winter coat. With a heat gear layer next to my skin, a jersey, and lastly a winter weight mock turtle neck. When it gets colder (below 30) I add one or two more layers.

Legs winter weight tights (I use Under Armor Cold Gear $60) and a pair of shorts. Recently I put a pair of jeans over top of it all and I was toasty in 33 degrees with 20mph wind, so it was more like 10.

Feet use booties, I prefer neopreane. Hands a pair of ski gloves at the least. For you head a balaclava and a pair of googles for really windy and cold days. Be sure to get a pair that are good anti-fog.