I have two pair, a tight fitting one (only ankle zipper) that has a vinyl cover on the front to help block the wind that I wear on road bike rides and sometimes when Mtb riding.
Then a looser pair (full side zipper) that I wear mostly for cross country skiing but mtb riding too. They are bib type and very warm but lightweight.
Similar to the ones that rumrunn6 linked and posted pics of. The bib ones are so warm that it almost has to be below 10* to wear, yet they only weight about 2 pounds. The lightweight ones usually are good enough, considering the calories you are burning during a workout.
A thin skull cap helps the most in keeping warm.