Layering is the key. When you put your layers on depends how much of a walk in from where you park to your hunting spot. You don't want to sweat or you're gonne freeze. Wear your under armor, then a layer of light to medium weight wool, hunting clothes, then outer wear, (bibs and coat) good gloves too, and a hat and face mask.
What I do when I have to walk in with my climber on my back, I tie my outer sruff to the climber and pretty much go in in long johns and pants. Once last year I got sweating before I got to my spot and had to strip down to skin to cool off and dry out. Not the best thing to do in the woods at 0 dark thirty and 18 degrees. Don't forget wool socks and good waterproof and insulated boots. You don't want to be like the michalen man, but if you have it and don't need it, you can take off layers. If you need it and don't have it you're fucked.
You'll need to vary your set up depending on weather and method of hunting, but this is for the cold stuff.