I did a tour last winter - temps down to -30C. Loads of great advice here so far.
For what I wore / slept in, I wrote a blog post with all my lessons learned...
Clothing advice
Equipment (sleeping) advice

I had a -40C rated bag, and used a vapour barrier system (recommended if multi-day camping and unable to dry out your bag) - and was way too hot unless the temp dropped below -20C and I bivvy'd out. But better hot than cold!

Top tip from me - when you take off your gloves, stick them inside your jacket - they'll stay dry and warm then. If they get damp from snow/ice and are left out they soon freeze, which results in frozen fingers when you have to put them back on again!