as far as keeping your hands/feet warm (i don't use clip in pedals in winter)
I wear a some smartwool, wigwam or some kind of variation of wool socks. i also wear a winter style boot, but that's just my preference.
for gloves i found i really like a thin ski/snowboard style glove.
I use a swix kind very similar to these and they were really well (unless they get rained on) but for winter riding they keep my hands warm and provide enough comfort for my hands. I also know Pearl Izumi makes a few different winter gloves that are nice but kind of pricey.
I +1 the idea of get the most expensive shorts you can afford in the smallest size