For work or play outside in the cold, forget fashion as your #1 priority. I teach winter camping / survival to Boy Scouts and the mantra is simple:
C = Clean. Dirty insultation layers don't insulate as well as clean
O = Avoid overheating. They key to this while performing moderate to strenuos exercse is to layer your clothing. We'll cover that in a moment.
L = Layer
D= Stay dry
E = Examine clothing regularly
R = Repair clothing quickly
You should also consider that there are 3 ways your body loses heat:
1) Raditation = This is the leading cause of of heat loss. Wear an insulated hat made of wool, polarfleece, acrylic or other insulating material, with an attached breathable but windproof shell.
2) Convection = You lose heat as cold air circulates around you. You can reduce the impact by wearing both insulating layers to trap warm air and windproof layers on top of insulating to keep the cold air from "stealing your heat".
3) Conduction = This is health loss from direct contact with something cold... skin to solid surface cooling. Think about place on your body that contact your environment (Primarily hands and feet) and insulate.
OK, that's the theory. What is the practice?
Wear an base layer against your skin. These are your "long underwear". It could be made of wool or a myriad of synthetics and should be chosen based on your level of activity. A thick layer if you're largely sedentary and a thinner layer if you're very active. This layer should start insulation and also wick away moisture from your skin if you're active.
Next, wear an insulating layer. This could be fleece, a down jacket, a synthetic fill or even good old wool. The idea is to trap enough warm air to stay warm, again based on your level of activity
Finally a windproof top layer. This could be simple nylon or a fancy GoreTex coated shell. If all three layers have zippers, you can open and close things to regulate comfort.
This strategy can apply to top and bottom, where insulated boots (I like Kamik brand for no-nonsense warmth and protection from the environment) finish thing off.
Being outside in winter is not only manageable, but also can be enjoyable IF you have the right gear. If nothing else, there are no mosquitos and you can always put more on if you are cold. Not so much so in the heat of summer.
Let me know if you have any specific questions.