Many layers, all the same, synthetic athletic wear from walmart or khols. Unless it's really cold the legs are ok if you keep your effort up, yet some of these winter riding folks wear shorts even below freezing. I have some nashbar leg warmers which work for me 30's and 40's temperatures, and a couple of polyester warmup pants for more serious weather.

Blue jeans are uncomfortable in any weather, but for me worse in the cold weather when I have to stop after sweating.