Where I'm at, we start to get consistently cold weather at night in late September and it starts to creep into day in October. November through early March ranges from the lower 20's on down, not taking into consideration the wind.
Here's my general approach from head to toe, for everyday wear.
Late September through October:
On the head - Beanies. Cotton, fleece, or wool depending on thickness and temperature.
On the face - Nothing.
On the upper body - I start breaking out my heavier sweaters and throw on a nice down vest over them. Fall jackets still work well with layering. Wool and fleece can be worn over lighter layers. For wet weather, you can find a waterproof shell with a hood from a good company for a fair price.
On the hands - I don't like wearing gloves. I'm still holding off for the most part, but a light pair of fleece gloves are usually good enough. When you get gloves, make sure you have grip over the entire palm, from heel to fingertips. For wet weather, waterproof never hurts.
On the lower body - Nothing much changes here. I put my light summer-weight jeans away, but am still wearing jeans, chinos, or BDU-style pants.
On the feet - Uninsulated, waterproof boots.
November through March:
On the head - A thicker beanie. Sometimes a balaclava style thing that helps heat the air you breathe in.
On the face - Either the balaclava (you can also get variations without the hood now that I think about it) or flipping up my collar on a button-up shirt or my winter jacket. Usually just a flip of the collar to keep it up past my chin and onto my cheeks.
On the upper body - I have a clean-looking, insulated bomber jacket I can throw on. It's not wind/waterproof, but it's wind/water-resistant and very warm. Moving a step up from that I have a more technical wind/waterproof 3-in-1 winter jacket with the zip-out liner that can be worn on its own. This covers pretty much everything for me. Layering is very easy.
On the hands - Leather driving gloves that are insulated and wind/waterproof. A step up from that I have a more technical, substantially insulated wind/waterproof set of gloves that cover past the wrists and adjust easily for a tighter/looser fit. Good grip from heel to fingertips.
On the lower body - I usually don't go too far here for everyday wear. Same as earlier. To step up from that I like a warm base-layer. A step up from that, I have a pair of insulated, wind/waterproof blue jeans. They work far better than I ever imagined they would. I often throw them on the same way as I treat the bomber jacket.
On the feet - Uninsulated, waterproof boots. Mid/heavyweight wool socks, preferably wool. A step up from that, I have a pair of boots that come up about mid-shin that are well-insulated and waterproof. I stick with wool but can go much thinner.
You can't go wrong with wool, fleece, down, leather, fur, polyester, cotton, nylon, Primaloft, Thinsulate, Gore-Tex/Gore-Windstopper, etc (see end of post). Most similar products and imitations/substitutions work just fine for everyday wear if you buy from a reputable brand and company. The important thing is you get your insulation, wind/water protection, and comfort. You wont immediately find the perfect combination that you're happy with. Regulating body temperature is a lot of personal preference.
In my opinion, you have nearly unlimited options for everyday wear, even in extremely cold weather. If we were talking about more dedicated winter clothing for more extreme use, my list would shrink by quite a bit. Personal preference.
Some of my favorite brands and companies:
Burton
Cabela's
Carhartt
CoolMax
Danner
Duofold
Gore-Tex/Gore-Windstopper
Irish Setter
LL Bean
Meindl
Polartec/Polartec Windbloc
Primaloft
Psolar
Smartwool
Sorel
Teflon
The North Face
Thinsulate
Timberland
Under Armour
Wolverine
Woolrich
I hope that can start you off. I just wanted to throw some buzzwords out there and mention some brands/companies/materials that are, in my opinion, very dependable. If you see them in your quest for good winter clothing, it's usually worth looking into further. You'll probably catch on within a few days of browsing, if not sooner.