Sooo... I've never really been much of the cold outdoors type, but my friends are wanting to go travel up north for some cold weather adventures in a couple weeks. Definitely planning on doing some shooting, but what do you cold weather boys wear when it's snowing and icy outside? Any pants, gloves, or coat recommendations? Wanting to wear something warm but lets me still go running around in the snow without worrying about getting messed up yet is zombie ready.

A good pair of insulated boots!  Frostbite really sucks!

Get a good fleece jacket and a Shell Jacket combination. you can use them separately or together depending on how cold it is outside I have a very nice 3 in 1 jacket from my department (removed the patches) that is made by VF Solutions, which owns the "The North Face" brand, so it is very similar in style to their Alpen-Blitz Triclimate Jacket, but without the logos and has zippers on the sides to clear my Sam Browne.

How cold is "cold?"

Giving advice for Chicago is going to be different than for Fairbanks!

Fairbanks!!

We're talking heavy snow/ice outdoors trying to survive in the wild level cold!
Crawling through the snow and having to lay there waiting hours for prey! :)

Layering
Silk or polypro long underwear
lined jeans flannel shirt
windproof shell
parka
bomber hat
electric socks
Sorel boots

Basically go search for pictures of fans at a Packers playoff game....

Insulated boots for one thing....

For clothing, lots of people will say fleece, but after using fleece for the past 15-20 years or so, I've recently switched to wool.  Not only is it a superior insulator, but it has other properties that make it better than fleece.  

The flannel lined pants/jeans you can get from places like LLbean are also a good alternative.

merino wool base layer, wool pants, wool shirts, and wool jacket....

Gore-Tex shell/bibs with Polartec300 underneath.

Pretty close, IMO, but when I'm out snowshoeing down to about -15F I wear:

Silkweight polypro (I like Gen III ECWCS Polartec.)
Midweight Merino or Merino blend shirt (my favorite brand is Stoic, plus both Stoic and Mountain Hardwear make good synthetics for warmer temps.)
Uninsulated Cabela's DryPlus rain pants.
An EMS (Eastern Mountain Sports, a chain similar to REI) Thunderhead rain shell if it's windy.
Nice warm wool gloves, or EMS Ascent Gore-Tex gloves.
On very windy days, a hat. (I'll have sweat streaming down my face at -15F if I wear a hat and it's sunny or calm.)
Darn Tough Merino wool socks (sometimes Smartwool, but I like DT better.)
Sorel Conquest boots.
Outdoor Research Crocodile Gore-Tex gaiters.

Backpack with fleece or down jacket, hat, Merino drawers, extra wool socks, etc.

If I'm camping I have a complete extra set of gear for being sedentary around a campfire - basically heavyweight long underwear (ECWCS or Merino), waterproof insulated Cabela's snow pants (I've snowshoed in these with the side zips wide open for ventilation), ECWCS "bear suit" fiber pile jacket (VERY breathable and fast-drying from body heat), a warmer hat (usually a Nomex Combat Vehicle Crewman balaclava), and Ganka snowmobile mittens or USGI arctic mittens with plenty of extra liners.

Depending on the air temps, wind chill, your load, the terrain, and your acclimation level, you may or may not want to add a layer or 2 to my list. If you're doing more than just shuffling along you WILL sweat so the best bet is to underdress a bit so all that moisture has an easy path to your outer layer where it can be evaporated.

The single most important thing in cold weather is to AVOID GETTING WET. Staying warm is secondary to staying dry. You can survive being dry and cold. Wet and cold will kill you. Cool down before changing out of your hiking clothes or adding layers on top, you don't want to start sweating in your heavier layers because your core temp hasn't normalized yet.

For me it depends on what activity I plan on doing.  In the winter, it is hunting and there are two different types of hunting that require two different types of clothing.  Layering is good but if you plan on walking and you're layered up too much then you're going to sweat if you like me and get your inside layers wet. I would rather be a bit on the cool side than overheated.  I mean cool and not cold.   If you're going to be still then I use a down coverall.  Worst thing to do is get wet and then get a chill.  Not fun with your teeth rattling in your head.  Wind chill makes a difference too as you need face and neck covered.   I been frostbit on my  face being out in the freezing cold and left a nice little brown spot where that happened.  Warm footgear is a must but again it depends on what you  are going to be doing.