Totally doing that this year! Although my wife always says "that's not fun. I don't want to buy that". (hence the reason I never get any of the tools that I ask for either...)

As mentioned by others, keep in mind that a solid base layer is critical. I've done other posts about it, but I find the best price for quality thermals is at outersports.com.

I have yet to find a perfect pair of gloves. Warm ones are too bulky for me. Thin ones don't usually provide the warmth. So I'm no help there.