Layers, of course. One monster outside layer isn't as effective as a couple of good layers underneath, with a warm but not too bulky coat over the top. When you see photos of skiers in waist-deep snow here in Colorado, most of their parkas are relatively light, but they have multiple layers underneath.
Say hello to long-sleeved poly shirts (I like half-zips), and to sweaters in a variety of looks and materials. Cotton sweater for cool days in fall, wool for cold winter days, and I highly recommend a Patagonia Better Sweater. They're wonderful for wear inside and outside the house. Everyone in our family has at least one.
http://www.patagonia.com/search/?q=better+sweater&utm_source=google&utm_medium=cpc&utm_content=text ad&utm_campaign=Brand Plus&utm_term=patagonia better sweater&gclid=Cj0KCQiA4bzSBRDOARIsAHJ1UO5L6RKWuwVSvQcFg-iqmERBUER_jCTsInnzMFbv_0pGZ83m9i-5xoUaAh_4EALw_wcB
And here's a secret that most people won't tall you....
Year one is harder because your body is acclimating. Your body needs to learn new rules. Once you get past the first year, what happens is that you feel cold as temps drop, but once you get a week at 20 degree or less, your body pays attention and snaps into winter mode. All of a sudden, if the weather gets up to 40, you realize that you need a light jacket rather than a parka.
Starting about year two, when it gets cold - not just cool - for a few days, your body starts to adapt. Then your winter wear will be more effective and you'll note that it doesn't bother you as much. But it will take at least a full annual cycle to get there.
I remember that when I was at Washington State, we had a new department head who moved in from Florida in October.
We were running around in light jackets at 45 degrees, and he shows up in a full length London Fog Raincoat with a down liner! Of course it felt cold to him, and he took a bit of ribbing, but by year two he had adjusted.
More important is to learn how to drive on snow and ice. Get your car serviced for winter, run snow tires on all four corners (new ones, worn snow tires aren't worth spit for traction), and the first time it gets slippery outside, find a big parking lot and spend some time sliding around and getting a feel for how your car behaves. Please note locations of light poles before doing this!
Basic rules of driving on snow & ice: (1) don't do anything fast; (2) don't ever come to a full stop if you can avoid it; (3) never accelerate or brake hard (4) AWD or 4WD may get you started faster than the next car, but it does not allow you to brake or slow down faster than anyone else. Follow well back!
