No kidding. I recall you wearing a long-sleeved jersey to climb the Klausen pass in 30+ degree weather!

I know you've received lots of advice already, but I'll add this just because I can (and to be honest, it's a bit slow at work this morning.)

For serious rides in the winter (i.e. a long ride on my road bike, with clear roads but temperatures between 0 and 10 degrees) I wear (from top to bottom):

1. Hat under helmet.
2. Sunglasses, even if just with clear lenses.
3. Kerchief, balaclava or similar to keep the wind off my neck.
4. Windproof jacket over a long-sleeved jersey. (note: preferably wear a jacket with a mesh back and/or pit zips so you can regulate your temperature a bit and not overheat. The last thing you want to do is sweat too much.)
4b. If it's really cold I'll wear an extra layer on my core, such as a vest made of Lifa or equivalent.
5. Long-fingered insulated gloves.
5. Insulated cycling trousers. (Thick lining on the front but breathable on the back: protects from windchill without being too warm.)
6. Merino wool socks.
7. Normal cycling shoes with booties over the top.

If you're dressed appropriately, you'll feel a bit chilly for the first few km, but this is okay. You'll warm up soon enough. Also, if you're doing a slightly hilly route, it's pretty much par for the course that you'll feel a bit chilly on the descents, but there's not much you can do to remedy this. Just think of putting up with the cold as a character-building exercise.

Heather