Another Calgarian weighing in:

Lower body - Costco merino Paradox pants with these thermal pants on top

Upper body - Costco merino Paradox base layer, fleece sweater, neon wind breaker

Feet - DeFeet merino wool socks, Northwave Arctic Winter cycling boots lined with thermal insulating soles

Face/head - Pearl Izumi skull cap, Seirus fleece combo scarf, ski goggles under bike helmet

Hands - 45NRTH Sturmfist 4

Tires - Schwalbe Marathon Winter

Visibility - Serfas 250 lumens front light, Planet Bike Superflash rear light and a bunch of these stickers all over my bike.