Lots of good suggestions here. I'll add that I've had great luck with ECWCS stuff here in weather down to below zero wind chills. Both the silk and grid fleece layer, plus fleece jacket and bibs, work well to keep warm under pretty much any outer layer that is somewhat windproof. Have also used the level 7 layer when the wind chills are well below zero to good effect. The nice thing about the ECWCS stuff is it is pretty affordable compared to a lot of other options.
The most important thing to me is good boots, polypropylene socks with a good wool sock over the top, and a good way to keep hands warm. A hand muff with a warmer and thin gloves allows you to maintain a lot of dexterity while still being able to slip warm hands out for action pretty quickly. I'll also recommend Baffin and Schnee's boots.