One thing I've learned from spending a lot of time in the cold in various locations of the world, is that "cold" can be a lot different depending on the other conditions.
Wet cold is, IMO, the most miserable condition ever. Sleety, icy rain, humid, 25F just feels brutally cold after several hours in it. The constant damp just cuts right through to your soul and crushes your spirit. I'm considering getting some Helly Hansen PVC bibs and jacket for that. Insulated PVC gloves are amazing for that kind of weather. Dry hands are important.
Dry, subzero cold, for me, requires Carhartt Arctic insulated bibs. I shed heat from my torso a lot though, so I like to have less insulation compared to my legs. A sweatshirt will often be sufficient unless I stop for a break. Then I can throw on the insulated parka.
Best long underwear are Icebreaker, IMO. They are merino wool, don't end up smelly like the synthetic stuff does, and can be machine washed easily. The only issue is that they will loosen up and stretch a bit if they get wet and you don't have a chance to wash and dry them that day.
Best socks are Smartwool. I like the ones that go up to my knees. Keep spares readily available in case of wet feet...
Tall boots (8") are better for winter so that cold snow or wetness doesn't get down in them easily.
I haven't yet found a "perfect" hardhat liner (perfection being Icebreaker or Smartwool level of product).
