I'm in the same situation with my first full season of cycling. Fortunately, being a year round runner I've got a bunch of cold weather stuff I should be able to use. As has been mentioned, you don't want to walk outside and be warm. You will get too hot and then very uncomfortable. I do have to keep my hands warm though, I have Raynaud's. I use electric hand warmers inside my gloves. Do you guys wear cycling tights with the padding or regular tights under your cycling shorts? What about toe covers versus shoe covers? My feet usually don't bother me running, but riding is going to be colder since I'll be going much faster.