Close fitting jogging tights (tracksters) are useful at cool temps.
Balaclavas are for really cold conditions. A neck-tube (headover or buff) is useful and can be pulled up over the ears if the temp drops.
Long-sleeved hiking jerseys are excellent for winter riding.
Winter windbreakers need to be heavier duty than 3-season ones. I use the huff test, huffing through the material. I look for material which can resist my breath but does let it pass at high pressure.
Pertex is a useful material for cycling windproofs. Pertex over-pants are useful when the temp drops to near 0C. They are light and easy to carry and dry in minutes.