Does anybody know what 0° feels like? What about, adding windchill,-15°? No? Me, either. That's because EVERYTHING WITH ONE LAYER OR LESS IS COMPLETELY NUMB. No, but seriously: when it's below zero, it only makes sense to wear long underwear (see my previous post on layering for my recs on brands) and the longest coat you own. Boots should meet the coat, or if not, wear leggings if you're outdoors for a long time. I wear my long coat with a thick knit, long cardigan underneath to make sure I stay warm.
Accessorize: bring a scarf, hat, and gloves for sure. Sometimes I even put my earmuffs (180s, if you read my previous post) on under my hat. This ensures my ears won't hurt when I come back inside.
Shoes: I think this needs a post all its own. In this weather, wear wool socks and fur-lined boots. If it is icy, wear snow boots or Hunters. Everyone wears Hunters. Make sure you wear the fleece lining as well; your wool socks will NOT be enough and nobody likes cold toes.
YOUR FACE WILL FREEZE. This is serious. Appropriate skincare is necessary. In California, I moisturized once a day (after I washed my face). I have combination skin--oily T-zone, dry elsewhere. Now I use very rich cream for nighttime, and apply a lighter moisturizer during the day.
Any other questions about cold weather?