I'll address temperatures close to freezing. The basic idea is this: For upper body, a baselayer to wick sweat, a middle layer for insulation, and an outer layer for the wind. How cold it is will dictate how thick those last two layers are. You can't avoid the bulk when it gets to freezing.

Leg warmers under shorts or 3/4 tights might be enough, but longer/thicker tights might be warranted.

Do not neglect your fingers and toes. Thicker gloves can be cumbersome, especially for shifting, but cold fingers will make you miserable. Shoe covers or winter shoes will keep the cold out of your toes. Shoes that are less snug will let your toes wiggle around and promote circulation, thus warming them.