I got a Land's End squall jacket for Christmas. That kept me warm while riding in minus 20F wind chills with a light sweater underneath. It also sheds snow real well. It's too warm for temps above 20F, even unzipped.
I dug out a neoprene headband, with polar fleece lining, that I got a few years ago. It keeps my ears warmer than just about anything else. Combined with a stocking cap it was also effective in blizzard conditions. I don't have much experience with neoprene, but it looks promising. I think neoprene gloves would be nice.
Some New Balance all-terrain running shoes (model 83) were a disappointment. They weren't very warm and they didn't keep out water very well. They also smell funny.
An older pair of NBs were much more effective and odor free.
My Trek MTB froze up pretty bad a couple times. My previous winter bikes (Specialized Hardrock and Giant Rincon) never had that problem.