Ive got a pair of those new style leggings, they're great. But when it gets extremely cold, I also wear a pair of the old style 50/50 cotton/poly thermal long-johns on top of them. My philosophy, rather be too warm than too cold.
Top half, as I can't get on with wearing a rain jacket (can't get to my flags, bags, game cards, etc) I've got one of the Honig windstopper long sleeve shirts -
Honig's Whistle Stop - GF12 - WEATHER DEFENDER LINED LONG SLEEVE STRIPED SHIRT I only got it recently and wore it for the 1st time last weekend, it's great!
Under it I wear a T-shirt and a black long sleeve 100% fine wool turtleneck I found in a regular menswear store years ago. Toasty warm. Also use an ear warmer, they are pretty good too -
Honig's Whistle Stop - FEP - EAR PROTECTOR got black and also a white one as I sometimes work White Hat.