Seconding much of this advice, especially high quality attire for the feet and the head. See also Suvorov's famous saying: "keep your stomach hungry, your head cool, and your feet warm." Russian flappy "Ushanka" hats (especially from real fur) are amazing. I am still trying to figure out a good compromise between hand dexterity and warmth, probably some high tech skiing gloves exist for this.
Qualifications: once visited relatives in Novosibirsk for Christmas.
edit: re: gloves: you know, it occurs me a simple thing you can do is have a kind of combination glove/mitten, where you have a regular thin glove but with an outer fur mitten pocket sown around it, so you are free to take the glove out of there if needed to manipulate something, or keep the gloves in the mitten for warmth if you just need to grasp something, like ski sticks or public transport handlebars.
I wonder if anyone invented that.
Or, you know, just get mittens and gloves.
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.
Notes for future OT posters:
1. Please add the 'open_thread' tag.
2. Check if there is an active Open Thread before posting a new one. (Immediately before; refresh the list-of-threads page before posting.)
3. Open Threads should be posted in Discussion, and not Main.
4. Open Threads should start on Monday, and end on Sunday.