The theory of layering is probably the best way to plan your outdoor wardrobe. First slip into some good thin polypropylene underwear. Next comes a fleece jacket and pants. Another layer of fleece or thinsulate, depending on the temperature, and a good shell and wind pants will handle all but the extreme cold. For the head a good toque, and windproof hood that covers most of the exposed surface area.
Headbands offer little insulation.
A thin pair of gloves and good fleece or wool mitts with overmitts will protect hands. Silk or thin synthetic socks with a second pair of heavy wool sock combined with good insulated boots for feet. Downhill skiers may want to avoid the heavy socks, and either go barefoot or with a very thin sock. If circulation of the feet is impaired nothing will keep them warm. So you're all dressed up, and out at Maligne Lake skiing the bald hills.