It never gets that cold here but when it does, my ears, fingers & feet get the coldest, especially if it's wet out. So, long fingered gloves, shoe covers (if you ride clipless) and some sort of ear covers. Add a jacket (water proof in February of course) or a base layer to keep your core warm. I personally rarely get cold enough to make me want to wear pants, so I don't wear anything other than shorts all year, but you can always get some leg warmers if you get chilly knees.

I'm kind of assuming you're wearing normal cycling clothes (bike shorts & jersey) so if you're not this may not apply.