I learned this hunting, but I think it applies here. Forgive me if someone's already posted this, but if you keep your extremities (hands, feet, fingers, toes) warm, it keeps the rest of you warm. There's nothing worse than going out in 18 degrees and realizing that your socks aren't quite thick enough.

Also, quick question: What's the coldest weather you guys have ridden in before? It can drop to 40 below where I'm moving for school and I'm worried about stuff like the grease on my chain freezing.