When you dress for it. For about 5 years of my life as an Infantryman and SFQC student I had no choice but to wear the same crap I wore in 100 degrees when it was below freezing. Once I got somewhere where I could invoke common sense as opposed to uniformity, my life got a lot more bearable in cold weather. Thanks to Grey Group's well stocked showroom I am better prepared than ever this winter.
The best thing going for rugged outdoor clothing is the Arcteryx in my opinion. Yes, it can be expensive. I get it, $500 for a jacket is insane. Or is it? When we were standing in a 32.1 degree deluge at Blackwater/USTC last week it was the bargain of a lifetime. Combined with a puffy jacket as an insulator, I was perfectly dry and comfortable. Compared to the guys rocking sweatshirts, my performance didn't waiver nearly as much. Imagine if we were on the side of a mountain in Afghanistan. The consequences are far greater than a few thrown pistol shots.
Currently all my clothing needs for serious use are met by a few companies. For work pants, I recommend Mountain Khakis. I despise the PMC Tuxedo that is 5.11. Nothing says GUN like a vest made to cover a gun. Everyone knows you are not a photographer guy. You don't have a camera. Wear a shirt from North Face or Patagonia. It does the same thing. Leave off the pants that look like a Khaki assault vest for your legs. Carry less stuff.
For outerwear I like the Arcteryx Atom jackets and The Alpha LT jacket. The Alpha LT jacket is velcro-free on the sleeves and it's super-lightweight as opposed to the standard Alpha. It packs small but the Gore-Tex Pro Shell sheds rain like it's going out of style while breathing during active situations. The Atom is by far my favorite jacket. It's an insulating layer with a little bit of weather resistance as well. For many years the Mountain Hardwear Chugach was my go-to and I was not seeking a new one. When I felt how light the Arcteryx was, I rethought that. It packs small, is super warm, and has ventilating polar stretch panels in key areas (under arms and sides). I liked it so much I bought two so I am not without one during washings.
When the conditions turn a little more severe, soft shell Guide Pants from Patagonia are what I use. They are perfect for cold weather where you are active, and are also fast drying and durable. They stretch as well, making the great for situation where you need to ascend/descend and have an integrated gaiter on the cuff to seal your boots.
When you must stay dry on the legs, go with the Alpha pant from Arcteryx. They are a full-featured Mountaineering pant geared for military users. Buy once, cry once. They aren't cheap.
Base layers are crucial. Arcteryx Rho and Patagonia Capilene lead the pack here. Many people make suitable base layers however, and can be found pretty reasonably on the internet. I like Ibex, Icebreakers, Smartwool, and The North Face as well. Wool is a good option as it stay warm when wet and doesn't hold odors like some synthetics.
Socks...SMARTWOOL. Don't skimp here. Put them under waterproof footwear (I like La Sportiva and Salomon) and defy the elements.
Gloves and a hat from Outdoor Research will round out the winter wardrobe and keep you toasty when the weather takes a dive.
Visit www.greygrouptraining.com to get hooked up with what you need, they sell Arcteryx, Marmot, Mountain Hardwear, Kuhl, Smartwool, Keen, Salomon, 5.10, and many others.