Since a bike is your only form of transportation, I'm assuming it's not always practical to change once you get to your destination. That limits the appeal of cycling specific clothes somewhat.

The general rules for cold weather still apply whether you wear cycling gear or not:

1. Base layer (Target Champion series or whatever)
2. Warmth layer (Fleece is a good option)
3. Outer layer (something light, wind proof and water resistant).

Wool is a good wet/cold weather choice. Cotton is not.

Running and/or XC skiing gear can work well for cycling too. I was fortunate enough to pick up a "Running Room" jacket at a thrift store for $10. It has the longer back, pit zips, and short front just like a cycling jacket along with some reflective bits. Just wish it had some pockets.

If you get lucky you might some cycling stuff at a thrift store. You can also try going to garage sales in affluent neighborhoods.

Craigslist can also work well but Ebay is risky from a sizing standpoint.

For some less expensive cycling gear you can also try Velowear: http://www.voler.com. Click on their sale tab. The make jerseys and what not for teams and sell the leftovers at a discount. If you're looking for something subdued it's probably not the best choice. There's also not a ton of winter clothing but they do have a few jackets.