Agreed, at 3C I'm wearing my spandex shorts. For colder rides I have a pair of Louis Garneau tights that are good down to -15C. For -15 to -25 it's the tights + a windbreaker pant. For -25 to -38 I go with a thick fleece underpant + the windbreaker pant. Colder than that I have never ridden!

We Canadian's are a strange bunch...