I've ridden in at -29C with a windchill of -42C but that is unusual (I think I did it just to give Mother Nature the finger for thinking that she had me and my bike beat). Dress for it and you'll be fine.

My son got a new snowboarding helmet, I think I'll repurpose the old one for cold winter bike rides this year: it'll provide protection and warmth (insulation) at the same time.