For almost any cold weather riding I use a Gore-Tex cycling jacket with a light fleece lining and an unshelled back. I also find a hooded cycling jersey to be quite effective for road riding where the higher speeds are likely to expose that one little path down your shirt where the icy wind will find your hot muscles. The above jacket works equally well for skating, running, and cross-country skiing. Unshelled fleece jackets and tops work fine when wind is not a factor. Of course, there's also wind-proof fleece now, so get creative.
Gloves are a very personal matter and the choices are many.
Starting with the least insulation you can add liner gloves over or under regular cycling gloves. These liners are great for running as well. Cycling gloves offer more padding and wind protection though either will work adequately for both sports. Either one of these gloves is fine for ice or inline skating as well. These are generally warm enough to use for downhill skiing or a snowball fight.