I just started ordering my cold weather gear online today. I went to the LBS first, but they don't have much selection and their stuff is so bloody expensive.
Even online it's easy to drop a few hundred on pants, gloves, balaclava etc. And then there's the fit problem and sending stuff back.
I've been gung-ho all Summer about keeping it going through the Winter (here in WI), but I had my first taste of 'cold, wet and miserable' last weekend and now I'm not so sure.....and it was only 30 something- not 30 below!