Here's a start to the TF list:

Base layer
Arm warmers
Tights
Skull cap
Toe covers
Mask (only if it's like 20 outside)

I'm sure some of you northerners have stuff to add...

Wool socks and booties with my winter freeze shoes
rain pants over long spandex
wind proof thermal jacket over a base layer (if its frigid, try a raincoat with a hood under the helmet)
lobster gloves
balaclava

The toes are always the limiting factor. No matter what I do, they freeze first.

I found toe covers that go in the inside, over your socks. I picked them up at Performance Bike a few years ago and those work great. They are just a little neoprene cover but man do they keep the toes warm.

- Skull Cap - Various brands and thickness, my favorite lately is Nike
- Windbreaker Vest - Pearl Izumi
- Arm & Leg Warmers - Pearl Izumi Armwarmers, Bellweather Leg Warmers
- Toe Covers - Performance Bike house brand
- Full Gloves - Pearl Izumi

Performance Bike has a house brand of arm and leg warmers that are pretty much the same as everyone else and a lot cheaper. They probably are on sale right now as everything else is.

I have a few base layers:
Descente (LBS)--not for super cold days, but good in a rainy 50 degrees
Aigle (dept store)--warm into the 40s, but sucks in the rain
North Face (ski shop or Sports Authority)--amazing, but $$

Skull cap--Specialized

Toe warmers--Pearl Izumi

Mask--don't remember the brand and I'm not at home this week, but I got it at a ski shop. They're tricky to get the fit perfect and keep them from fogging the glasses. One of the masks I have has perforations over the mouth to keep the wind out, but lets the breath escape instead of going up into the glasses that works reasonably well (not perfect, but decent).

I think in general, a lot of skiing stuff is better than the cycling stuff.

Oh, and duct tape over the front of your shoes helps keep your toes warm, too. :)

agreed, this is the way to go, take a couple of grocery store bags wrap around your feet and youre good to go, i still cant figure out how to keep my hands warm though, gloves dont work

That's more like it, people! :D

I'm not sure I'm so hot on the bagging the feet thing... It seems like it might cause chafing or something, no? I think I'll pick up some Performance Calien-toes equivalents....

And thanks for the info on the base-layers, UFtri...

I have
-a REI rain jacket that I wear in rain works pretty well
Headsweats over gloves (nylon claw gloves that are rainproof and go over your regular gloves) for rain.
- Sugoi jacket for cold (also rain proof)
-REI rain pants --only wear them when its sub 40 and then with shorts under them, they are pretty warm. Otherwise just suck it up and wear tights
-Pearl Izumi amphib shoe covers---work ok, but you may want to bag your feet for long rides
- Brooks Runderwear(long sleeve base layer top) for under either jacket depending on the temp.
- also I dont wear a skull cap, but rather an earband. Hubby wears a cap.
No face mask--If its that cold I dont bike because there is probably ice on the ground :)