In addition to the previous recommendation for layers I'd like to suggest WOOL. Wool keeps you warm even when it gets wet and most of your synthetics do not. Another factor that many do not take into consideration is that you should avoid anything really tight fitting. You should get things a little loose fitting because your body will warm up the air layer around you. If things fit too tight then you lose that air layer. Get good boots because cold feet make the rest of your body cold and the same can be said for gloves and hats. If it is really cold I use mittens and not gloves because your fingers by themselves can get cold but if they are together it is easier to keep them warm. My mittens have a finger hole in them so I can get the trigger finger out to shoot but to tell the truth I just normally take the whole thing off to fire the shot and then put it back on.