I have spent most of my life significantly north of where you are. What Alex said about layers is very accurate. Deep winter you want something like this: t-shirt, long flannel shirt, sweater, winter coat w/ scarf, toque, and mitts/gloves. Layers work well for the legs, too... I can usually handle 30 below weather with just jeans and underwear, but I grew up in it;). Get some longjohns.
Finally, good footwear and handwear is crucial... good boots are very important, and note that mitts are significantly warmer than gloves. Most of your heat escapes through your head, so make sure you get a good hat too.
The other note about winter cold is best expressed with a quote for Lawrence of Arabia... "the trick is not minding". You'll find that it's entirely within the realm of reason for your legs to drop down to fifteen degrees and still function and even be comfortable... it feels strange, but not necessarily painful, and you can sustain that for many hours without real discomfort once you get used to it. Core temperature has to remain high, of course...
BTW, Chris... did you ever receive the CDs I sent you? I have no way of knowing if they got to you or not...
Regards,
Jack