I'm in Austin, and ride year round. I started off with leg warmers but they have a tendency to fall down. I once got a series of flats while out in the Fort Davis area that required me to walk the bike the last mile or so. The leg warmers were falling and the temperatures were too--not pleasant. Now I have knickers and tights. Knickers would probably be fine with tall wool socks.
I always wear wool socks because of the wicking action, but I wear a heavier pair when it's chilly with toe warmers and full finger gloves.
I have a "summer weight" long sleeve jersey that I have never, ever worn in the summer in Texas but layered over a Ibex wool camisole works well on those Spring and Fall days that start chilly but warm up. I push the sleeves up if it gets too warm.
And I have a cheap polarfleece headband that I wear over my ears.
Finally, when it is particularly cold, I head for the hills. Nothing warms me up better!