I own the following garments.
Note that I live in North Georgia, USA but I did live on Long Island for the first 44 years of my life. I cycle throughout the winter down here and we do get some cold snaps where it stays in the teens for several days.
Castelli Sorpasso Wind bib tights - make sure you size up. Fleece inside and windproof through the legs and abdomen. The one oddity is lack of windproofing in the groin area which some complain about but I don't find too bothersome given the thickness of the fabric. This has been comfortable down to 22°f for 1.5 hours. I've not had opportunity to ride this garment at lower temps.
Castelli Nanoflex bib knickers - size way, way up. These are knickers and used regularly down to about 40°f. I would easily wear these at lower temps if they were full tights, they are very fleecy inside. High water resistance has come in handy on one occasion when I got caught out in a shower at about 45°f. I was able to find a dry spot during the rain but the road spray riding home after the rain let up was easily handled by the Nanoflex fabric.
Castelli Alpha Wind Jersey - now known as the Alpha ROS jersey. This is an amazing garment with a zippered insulating layer covered by a zippered Gore outer layer. The Jersey version has no insulation on the sleeves and the back is an air permeable fabric to allow heat and moisture to escape and so the effective range is higher than the jacket version. There is a
33 page thread about the Alpha Jersey and Jacket at BikeRadar with more info than you could ever want.
7Mesh Callighan Jersey and
Kitsbow Geysers 2.0 Jersey - These are lumped together as they are both excellent, high-end, luxurious insulating mid-layers. The 7Mesh Callighan is long sleeve and roomier while the Kitsbow is short sleeve and the cut is a bit racier. The merino blend of both garments is excellent at insulating while moving moisture. These two garments allow me to extend the range of my other garments down into the high 20's f.
Also consider a windstop base layer such as the
Craft Active Extreme WS long sleeve. A review is
here. Yes, it is a base layer with Gore Windstop. I am susceptible to bronchitis and have to be particularly careful about cold air hitting my chest. This garment does the trick.
Hope this helps you Yankees and my good friends north of the border. Thankfully it doesn't stay cold for long here in the south. Most southerners Zwift when it gets below 45° so I'm a bit of an oddity here but having grown up on Long Island, weather which makes southerners complain that it is too cold or too windy seem mild to me.
-Tim-