-jacket/tops: if i don't think it's going much below zero, Rab's infinity parka for throwing on top or sitting around. colder than that, the Eddie Bauer Peak XV. While i'm moving, some sort of synthetic or wool base layer (i have a number, warmest would be about Patagonia R1 weight), sometimes paired with Patagonia's nano-air jacket or a fleece, or perhaps a fleece vest, depending on conditions, topped by either a windshirt or a waterproof/breathable shell if the wind is bad (it usually is). because i sweat a lot, i tend toward synthetic or synthetic wool blends rather than 100% merino, but i have had some success with wool baselayers - they just take longer to dry. i have a couple of shells, choice depends a bit on what else i'm wearing. one shell is fairly athletic cut, another has more room. the key, for me, is stopping and layering up/down when needed. usually, i'm dropping a layer or multiple layers in the first 30 minutes, especially if i'm working hard.
-pants - base layer (again, they vary in warmth) alone or under a shell (wind shell or waterproof/breathable shell, depends). super cold and moving, i'll use a thicker base layer (patagonia has a layer, capilene air, that's very warm under a shell, but like a sieve if not under a shell & the wind is mashing) and a pair of Patagonia grid fleece pants under the shell. two basic shells - a gore tex pair from arcteryx, an eVent pair from Wild Things, choice depends on which boots and whether i want full side zips (the GTX has side zips, eVent doesn't). synthetic puff pants for sitting around - full zippers on the sides.
-gloves - I bring a pair of mitts and a pair of gloves. the coldest weather, Outdoor Research's alti-mitts and Black Diamond's guide glove. if the temps look zero or above, i have a pair of eddie bauer insulated guide gloves i like. used to use the dachstein mitts under shells, but i had a bad couple of days with those in harsh conditions, fingers all went numb. (hiking around in -25 and really big wind, knocked everyone down periodically). usually wear light gloves made of baselayer-thickness material underneath.
-socks - Smartwool and Bridgedale expedition socks both work well for me. i might wear a thin wool ski sock underneath in really bitter weather. i have a pair of vapor barrier socks; only used them once since beefing up my double boots. they work, but they're an acquired taste, and I'll only wear them if i know it's consistently well below zero when i'm out all day.
-boots - if i'm flatlanding or can get by with microspikes, i have a pair of insulated Merrell winter boots I like. great with snowshoes. If i need crampons, Scarpa Invernos with insulated/high altitude liners. (I also have the Scarpa regular liners if I figure the temps won't dip much below ten degrees F)
-hats - wool or synthetic beanies mostly; a warm, thicker fleece hat for sitting around. because I frequently use a base layer with a hoody, i don't often use thicker hats while moving around. i have a windblocker hat, Mountain Hardwear Dome Perignon that i pull out for super windy days, but i have a love-hate relationship with it. the windblocking layer does the job but makes it impossible to hear anyone (wind makes that hard anyway, but this is like wearing those mufflers the airport crews wear).
-only one winter sleeping bag, it's a mountain hardwear down bag rated to minus 40. though i'm 5 foot 9, i got it in a long so i can stow stuff in the foot of the bag.
-i'm a closed cell foam pad guy in the winter, had an unfortunate deflate that made a trip miserable. call me superstitious. i bring two foam pads in the winter and stack them.