It wasn't that cold out this morning (upper 20s), but the wind was really whipping up. I think the weather guy said last night that the wind chill would make it feel like the teens. On a lark, I wrapped a beaten old navy scarf around my neck that I happened to see at the bottom of my closet. I think it made a great difference. My face didn't seem to grimace as much considering the wind. Also, putting your scarf on seems to immediately flush up your face with warmth.
I picked up an earlier tip from the BF that you should wrap your wrists which helps with keeping the hands warm. I used wristbands initially, but have since bought some long REI wool skiing gloves that go past the wrists.
BTW, I commute in regular clothes and have a short (3 miles one way commute). The bad thing about such a short commute is that by the time you're starting to warm up, you're already at the office.