The battle cries of cold-weather clothing are "layering" and "wicking." Each layer you add traps air to insulate your skin from the cold. Wicking fabrics, like polypropylene, wool and silk draw moisture off of your body, keeping you dry and warm. Goose down is the defending champ for warmth, but in wet weather, "waterproof/breathable" fabrics will insulate, repel wind and water and allow sweat to escape and evaporate outside. Heavy jackets can trap moisture against your skin, and cotton becomes notoriously soggy and cold when wet.
With up to 60 percent of body heat fleeing from your head, it needs a cover. A helmet provides the feature of crash resistance, but a fleece or wool hat which covers your ears should be worn in most weather. If your body is heating up, earmuffs or headbands will protect your ears from frostbite. Goggles are great sun defense, wind protection and visibility boosters and usually have changeable lenses for changing conditions. At minimum, wear sunglasses and sunscreen to guard your eyes from UV rays. A fleece neck-warmer or a scarf adds ammunition against the cold.
Layering's greatest moment is upper--body insulation. Layers may be removed if you heat up, added if you shiver. Put on a cozy, wicking polypropylene shirt first. Add a cushy layer or two of fleece or wool for insulation and top it off with waterproof/breathable shell or insulated parka with a hood and accessible pockets. In dry conditions, a soft-shell jacket provides warmth yet still breathes. Lightweight waterproof jackets with fleece linings are also available and versatile. A synthetic turtleneck can be added on cold days.
Ski pants, like tops, need to protect you from cold and moisture and shed your sweat. Breathable/waterproof pants can be lined (to complement lighter synthetic long-johns) or unlined shells (when it is warm or you are wearing heavy long underwear). Look for pants with vents and nylon cuffs. (One-piece snow suits are toasty and take care of torso and leg cover).
Ski socks need to be sufficiently long to remain clear of boot tops. Synthetic and wool socks draw moisture off the feet. Ski boots cannot be broken-in. Shop for a pair that is immediately comfortable and easy to put on.
Gloves verses mitts is a big decision. Gloves have the edge for finger use, but mitts are hands-down warmer. Either should be waterproof with cuffs long enough keep snow out. Mitts can be used with light glove-liners, allowing finger functions without freezing when the mitts are removed. You can find either style with built-in cinching strings, nose wipes and goggle squeegees.