Skull cap with fleece lining does an amazing job at keeping the heat in. Dress in layers. I have arm/leg warmers for cool weather and light and heavy base layers. Check out Marshalls/TJMaxx/Ross for great deals ($15) on undershirts. I got an Under Armor Cold, Nike Dri-Fit really cheap. I also got some wool socks at a reasonable price. It was a total fail trying to find suitable cycling pants. I wear cycling shorts with padding and then a $50 pair of warmer cycling pants over those. If that isn't enough, you can get some cheap, thin tights for base layer or wear leg warmers under pants. I have Novara Headwinds pants, which I love and are good in the Californa winters (haha, 35º) but seem to be discontinued.