Gloves - for moderately cold weather, MEC windproof fleece gloves; for colder weather, Gore-tex insulated mountaineering gloves
Waterproof shell jacket - Lowe Alpine eVent jacket
Windproof soft shell - Mountain Hardwear Vertex jacket
Balaclavas - one silk and one fleece
Waterproof pants - Marmot Precip full zip
Windproof, insulating soft shell pants - Patagonia climbing pants
Socks - heavyweight merino wool hiking socks
Long underwear - polyester or silk

I get all of these from online outdoor gear stores like REI, Sierra Trading Post, Backcountry, Campmor, etc. Really I just use Froogle to search for the lowest prices. I'm also a hiker/mountaineer so I like to buy clothing that can be used for hiking as well.