I know what you mean I commute downtown Seattle every day on bike! Here's a few critical tweaks I've had to make in the past few cold days:
I've been doubling up on my gloves - a tight, cheap dollar glove on the inside (even better if you can find ones that allow you to work your touchscreen on your smartphone), and a thicker, water/windproof bigger glove on the outside.
Same thing with socks, with a plastic bag over a thick pair of wool hiking socks.
I wear rain pants a lot of times with a pair of sweatpants underneath, or base layer bottoms.
For the top I base layer it, put on a nice fleece, and top it off with a thicker windproof jacket.