Keys to Staying Warm in Winter Weather
Layer layer layer!
Not only does layering help prevent drafts and help wick moisture away from the body, but you can remove them one at a time if you start feeling too warm. It's much easier to remove layers than it is to add them. See some good info here about the difference between the wicking layer, warmth layer, and wind layer.
Wear a hat and cover your ears
While not to the degree that some myths claim, body heat is lost through the head so wearing a hat is important. Ears shouldn't be ignored either, cover them as they're especially susceptible to frost bite.
Go waterproof, and bring backups
Waterproof socks, gloves, and even wind or ski pants can make a huge difference in comfort level. Have extra pairs on hand so you can change in case something does get wet.
Get boots that fit
Boots need to be snug enough not to flop around and trip you up but not at all too tight. Make sure when you're buying boots that you wear several pairs of thick socks so you can ensure there's enough room. Tight boots equal cold feet, and cold feet equal no fun.