Arm and leg warmers work well for me. I also have a pretty warm long sleeve jersey that I picked up in Spain back in '98. It's held up well all these years.

My fingers and toes tend to get chilly. To counter that, I wear a pair of polypro glove liners under my short gloves (screw the fashion police on that one) and toe covers. Both are pretty inexpensive.

A lot of people I know like vests coupled with arm warmers. A vest serves as a wind shell for your chest yet vents better than many full jackets.