I've always maintained that acclimation is a huge part of it. I start getting ready for January in October. I wear just a little less than I want to, so that I'm on the cool side. Not cold, but a bit chilly. By being cold in the autumn, it helps me stay warm come winter.
Haven't closed my pit-zips yet.
Due to work and family commitments (and laziness and sickness!), I only have three rides in this year. But I stayed warm on all of those rides, even though during the WARMEST one it was 0°F out. When you're going to spend an hour or two or three on a bike in those temps, you think about it, and plan accordingly.
Contrast this to driving to the bus stop - this morning I didn't even check the thermometer. I guess it was -16°F, but I've got a block heater in my car and I knew my car would start. I was still much colder when I got to the bus stop than if I'd biked.
When driving a car, I think most people really under dress, because they are only outside for "a minute". Then they think that if they're cold after just getting out of a heated car, you must be REALLY cold, riding that unheated bike!