Critical for winter riding:

Excellent gloves
Booties (preferably thick neoprene type)
Gator or balaclava that covers neck, head, most of your face
Tights (normal as well as the thick wind proof type for that special Norway cold)
Good jacket and under layers
Glasses that keep as much wind out as possible
Helmet cover

Wind stopping vests and knickers are good for moderately cool weather, but in my Scandinavian experience it goes from tolerably cool to downright cold there pretty quickly. I love the challenge of beating the weather with proper attire.

A good rule of thumb is that if you don't feel a little chilled when you start your ride, you're probably dressed too warmly. You will warm up quite a bit once you really get going, that is, everything except your fingers and toes!