The idea of keeping yourself warm is not to let outside wind/air
blow inside your clothes, and not to let your body warmth flow
out.
So underwear in one important part, find those thermal underwear
that when you wear it, it should be quite tight fit, and on bottom
of the pants and at the end of sleeve, it should have elastic part
closing.
Outer part, get those jackets filled with feather, in China they
call "Yu Rong Fu", i dont know how to call it in English.
just remember on the sleeve, and bottom of pants, it should be
"closed" by elastic part, so that wind cant blow in. Bottle neck is
good too. And get a headwear and protect your head from the cold
winds too. Hoods on jacket is no good, becos it will "collect" the
wind from the front direction.
If that place snows, i believe many place will be slippery(bcos
those snow will melt and frozen again to become ice on floor), so
make sure your shoes can walk on slippery surface.