cold weather clothing

Clean (not "new", but good condition: dirt/oils reduces insulation)
Overheating (in your tent, while hiking, etc)
Layers (both your clothes and sleep system)
Dry

Once you get wet it's game over, man, game over!

Wicking (wool: cotton kills)
Warmth (make sure your insulation has loft)
Windproof

Synthetic fibers: fleece, nylon, gore-tex

Natural fibers: cotton kills, but wool, silk, and down are great.

Head

Wicking/warming

Hat, balaclava, gaiter/buff

Get thin hats! r value is cumulative

Wind

Hood

Body

Wicking

base layer (polypropelene)

Warming

fleece jacket, wool sweater or shirt

Wind

gore-tex/nylon jacket

water resistant is not waterproof

Legs

Wicking

Warmth

wool pants, fleece liners

Wind

snow pants, bibs, etc

Hands

Wicking

Glove liners

Warmth

fleece/wool gloves

Wind

nylon/gore-tex glove/mitten

Feet

Wicking

Sock liner (plastic, turkey roaster bags)

Warmth

wool/polypropelene sock

Wind

Boot, gaiter

Pocket

Lip balm, sunscreen, sunglasses