If you do a search for " Layering clothes" you will find a post in which I was asking a similar question.

The biggest thing that I learned was not to have cottom next to your body as it is worthless. Start with a polypropylene or other good wicking material, they usually come in light weight, mid weight and heavy or expedition. Fleece, wool or polortec would be good for a second or third layer. Also some sort of outer or next to last layer that is a wind barrier. I ussually have problems with my feet gettting cold as well, but try a wicking sock (polypropylene) underneith a good wool sock. Lastly make sure to keep your head warm, maybe try a balvetica.

Check out this link as well.

http://www.outdoorreview.com/guide%5Elayeringcrx.aspx

UpNorth