In the past year I've bought cold-weather gear for riding at :

- ski store outlet sales (spring)
- eBay (Nike closed its bike-gear division a year ago...there are wool Nike jerseys still trickling out on eBay. I bought several at an average price of $30 each).
- REI.com outlet
- Sierra trading
- TJ Maxx and Nordstrom Rack (closeout synthetic Nike base layers; $8 each).

As for pants, there are tapered/tights like clothing that you can get at REI or any sporting goods store. They can be called workout pants, jogging pants, rock-climbing pants, etc. As long as they're not too baggy they work well over biking shorts and you can wear them for other stuff, too.