Layers. Layers of layers. I would much rather be hot than cold and I don't like the transition from one to the other. I can always take the stuff off if I get too hot. I have Gore-Tex socks, wool liner socks, full shoe covers with holes cut in the bottoms for the cleats and toe spikes, several different kinds of tights (some wind-proof), assorted base layers including micro sensor and polypropylene long under wear, short sleeve and sleeveless wicking shirts, long sleeve jerseys, Gore-Tex cycling jacket, several balaclavas (it doesn't get cold enough around here for my fleece one), glove liners and long finger windproof gloves. Check out article below.
http://www.bikekinetix.co...cool-cycling-clothing.php