I've found that it's the same as for hiking: no cotton clothing, ever, and make sure you eat and drink enough. That's the biggest issue for me, personally. I get cold very easily if my "fuel tanks" are low, and I can also overheat more easily (though hydration becomes the biggest factor in warm conditions, food counts too).
I am becoming a fan of arm and leg warmers for biking in in-between conditions (cold mornign or whatever) but I fully realize how silly my homemade ones look
