I use a full body underwear suit of 4-way stretch Polartec I bought at cdsportswear.com. Cabelas has similar products. You can slog your way to a stand and sweat, but when you stop you don' t feel cold because the moisture is wicked away. If it is really cold, I cover the Polartec underwear with a layer of heavy merino wool underwear from Filson.

Over the underwear I wear a wool sweater and then heavy pants and jacket. If it is windy I use a synthetic balaclava, a wool head band, a wool neckband, and a wool hat. My hands are rarely cold so I just need to break the wind with something light, and I have a pair of fingerless wool gloves I can add if needed. I use wool insulated Filson boots, with light wool socks inside.

With this setup I can be comfortable sitting still at temperatures well below 0 F.
This stuff is all expensive. On top of that I found that the wool sweater, head band, neckband are especially warm and comfortable if they are cashmere - which really boosts the price. But you asked how people stay warm ...