Layers on top. Layers can be removed if it gets too warm.
Use thermal underwear closest to your skin. A fabric that wicks perspiration away from your skin is preferable. Short sleeves or even sleeveless if the weather is warm will work.
Trap warmth with the middle layer. Try something like polar fleece if it is cold and windy.
Choose a light jacket that will break the wind for your outer layer. It doesn't have to be heavy. A zip away lining allows you to adjust to cooler temps at night or warmer temps during the day.
Wear thermal underwear bottoms. Cotton is comfortable.
Wear light weight ski pants. That will afford you greater flexibility and comfort. During the day the warmth may allow you to wear sturdy wind pants instead.