I've always used ordinary clothes. I layer up wool sweaters, with perhaps with a sweatshirt on top to keep the wind out a bit. If it's really cold, I use wool snowboarding tights under my pants, several pairs of wool socks, two pairs of glove liners (wool and silk) with thick wool mittens, and a wool balaclave. I have some Swiss military surplus wool that is quite warm, and wasn't too expensive. I used to have some sheepskin mittens that were a little bulky, but very warm.