Pearl Izumi Gavia Plus tights
Wool socks
Fleece lined waterproof booties
Wool undershirt
Thermal long-sleeve jersey
Fleece beanie helmet liner
Pearl Izumi Cyclone gloves
Up here in Seattle we don't get a whole lot of snow, but it rains all winter and the temperature is routinely in the mid 30s. I wear the setup I listed above, and that's good (for me) for anything down to around 25 degrees.