Thinking simply, layers are your friend, as you said. I kinda prefer to be warm without adding too much bulk, which might mean spending more. Wind chills were around -20 here today. You probably already know all of this common sense stuff, but I'm just trying to spark some thought here: Fleece long underwear, a sweatshirt and thermal shirt, and sweatpants under overalls. Over-jacket and a coat; neck gaiter; hat and hood; liner socks and thick wool socks; good boots and gloves......
I like gauntlet/semi-gauntlet style gloves to keep the snow and wind outta my cuffs, and glendoe makes a good pair. You might even consider a pair of thin gloves underneath as a liner and shooting glove. Outdoor Research makes a very good, thin/lightweight neck gaiter; much more friendly than a scarf and it even leaves room for a scarf if needed. Spyder stocking hats aren't very thick, but work as good as any and leave room for a bigger carhartt hat if you need another. Spyder, North Face and Under Armour are very good layering clothes that won't add bulk. Boots with a good fit will stay warm the easiest; I kinda like Rocky and Wolverine, but that's amongst a lotta other good brands. There's all sorts of this and that; hope I've named a few things that you'd be interested in.