I have to put in a plug here for
http://foxwear.net
Custom made winter cycling clothing (you pick the fit, color, thickness, material, etc) and usually for less expensive than anything else out there on the market.
What more could a winter cyclist want?
Personally I have tights, a jacket, shirt, hat, and socks made by him using the materials and thicknesses he suggested and I couldn't be happier. (he == Lou, BTW)