You may want to also crosspost this in the Winter Forum, as you'll get a ton of responses there.

Personally, I prefer a heavyweight ("winter") tight and not having anything else to worry about. I just got my current set after winter stuff went on sale last year and my first ride with them was in December. When I took them out of the packaging, I was initially afraid that they'd be a bit bulky and not that comfortable, but that hasn't been an issue.

I got Pearl Izumi stuff, as I find it works well for me, but there are lots of good brands. If you want to see a ton of options, Rapha has perhaps the biggest selection of clothing options for winter that I've seen. Their stuff is good, but definitely not cheap, though.