I found that the most important clothing item to keep you warm in the winter is a good pair of socks. I'm slowly stopping purchasing cheap cotton socks in favor of good quality hiking socks.

Some are made especially for snowsports and winter, but I found that good quality three-season hiking socks work well. Some come in darker colors which don't look too odd when you aren't wearing casual apparel. Most of the times though, I will be wearing them on day hikes or on snowshoeing trips. Some good brands : Smartwool, Ingenius, Wigwam, Ultimax.

I like Ingenius the most.

I also love my Marmot down vest that I wear during lunch stops when snowshoeing. It's really has a nice feel and keeps me warm. I don't like how down vests look on me too too much though, so I don't really wear it around town... Only in the backcountry. <img src="/images/graemlins/cool.gif" alt="" />