If you will be out in really cold weather, then you will need an insulating layer under the your normal clothing that you typically wear on cold days. Choose insulating fabrics, such as synthetic fibers designed to hold warmth in, or wool layers that naturally hold in heat and provide breathing to eliminate discomfort. You can use an insulating layer of cotton, but do not use it if you are exercising or will sweat, because cotton can irritate the skin. An extra shirt, pants or tights and socks should be enough for most cold weather.
Over your insulating layers, you can wear your regular clothing. Choose clothing that is naturally warm, such as jeans and a sweater. If you will be out in the cold for an extended period of time, a sweater with a high neck, such as a turtleneck, is a wise choice for keeping warm. You can double up on regular layers by wearing a thinner shirt under a large sweater for additional insulation. Try to limit bulk at this stage to avoid feeling like a stuffed sausage.
Choose outerwear designed for the task that you will be doing outside. If you are simply traveling through cold weather, then you can use any kind of coat, such as a wool pea coat or faux fur coat. If you will be in the snow or wet, then wear a waterproof coat to keep your clothing dry. Use a waterproof shell or snowsuit over your pants as well to protect them from moisture and hold warmth.
Warm accessories are essential for warmth in the snow. An insulating hat will help keep the rest of your body warm. There are many useful styles for men and women, including those with masks to protect the nose from the cold as well. A long scarf can help keep your neck, ears and face warm. Wear thick, waterproof gloves to keep your hands from freezing in the cold snow. Thick waterproof snow boots will keep feet warm and cozy in cold, snowy weather.