Under Armour cold gear, Heat Holders socks. If needed, a cold weather hood/balaclava - and even if it's not needed, I can pull it down around my neck and use it as a gaiter. And I finally ordered a cold-weather. fleece lines, water and wind resistant shirt after all these years. I'm really looking forward to trying that out Friday night.
I just haven't been able to find a pair of gloves that I'm happy with that both keep my hands warm and give me a decent enough grip. I usually end up with my hands in a cold weather pouch like the players wear that has a couple of hand warmers going.