To add to what has been said already, I sometimes resort to wearing long johns when it get really cold. It keeps me warm, plus gives me extra padding. Lets face it, falling in the cold hurts more. Also make sure your jacket can cover your neck and even the lower part of your face, and make sure it has vents you can open with zippers. Getting a scarf is never a bad idea. If you get hot put that shit in your pocket. Ive had friends even resort to ski/snowboard goggles in the coldest of nights. Also a boot/sneaker hybrid is ideal, because who ever said vans in the winter are fine, hasn't really faced real winter.
Lights are also more important in the winter, huge snow banks and other snow factors make a rider even harder to notice. Plus people don't usually expect people to be biking in the winter which makes them even more oblivious to the fact you're there.
the winter sucks