The biking here in winter is hard work. You have to struggle through blizzards and cold cold weather. But when you are prepared well you don't have problems (and who tells you to go out when the temperature is -25 C?). For "normal" winter riding we got our tips. With "normal" here in southern of Finland I mean temperature over - 10 C.
First, which are the most sensitive parts of bikers body for the cold? For me these are: fingers, toes and ears (or face). The hands I keep warm with very good Finnish gloves which are filled with thinsulate. Be careful not to buy gloves that are too thick! You can't handle shifters etc. with them.
The toes I keep warm with thin sport socks with thin neoprene socks under the shoes. And over the shoes I use neoprene cover. The most essential part of this method is that you have to use shoes a little bit larger than your normal. I prefer to have different shoes for the winter and for the summer period. One good tip for the SPD shoes is to put loose sole made of felt inside the shoes.
Ears and face I shield with full cover mask with just eye gaps. And eyes I shield with clear eyeglasses made by Gators. Because of good ventilation of Bell Razor helmet, I have to put thin Bula hat below the helmet and above the full cover mask. So, we have just ears, hands and toes warm yet. We still have to put on pants and jacket.
The pants are easy to choose, I chose thermo pants (long model). If you think you need something special under the thermo pants, use thin long underpants. Usually I don't use anything else than short underpants or short cycling tights.
The jacket has to be wind proof but it has to breathe out. I chose model with good zip system and tight neckline. Under that you can put what you prefer for the weather you have. The major thing for me when I ride in winter is that those parts of my body which do not be in motion all the time I have to protect in the best possible way. The clothing for long winter ride is some kind of science and sometimes very complicated. I hope that these advices are useful for somebody, even if I know that in Europe there are not many places as cold as in Finland.