I wear a long sleeve jersey and a Gore water resistant jacket paired up with Under Armour tights and bike shorts. Have a couple different thickness of tights depending on the thermometer. And some Pearl Izumi water resistant pants if rain is falling. Also use a wool stocking cap, gloves, and socks from my big box of ski wear. I acquired most of this gear online (Probikekit and Sierra trading post).

Don't make the same mistake I made. My first winter I bought a very expensive water proof jacket. Kept the water out, and of course the sweat in. Think breathable.