I don't live where it gets too cold, but I tend to like riding in just regular sweat pants when it's cold out.
For other times, if you like riding in breeches, Kerrits are really nice.
I tend to just go with jeans though, personally.
I also second Mountain Horse. Their products are really of great quality.
Equine Couture also has some nice heavy jackets made for riding.
I use SSG gloves, and an IRH helmet for schooling. Tredstep half chaps, and Saxon paddock boots (synthetic and cheap, but surprisingly stand strong for around 2-3 years).
For competing- I love love love RJ Classics.
Some other brands I prefer are: Riding Sport, Wellington, SSG, Ariat, Ovation, and Charles Owen for helmets.
"You're just as sane as I am."~Luna Lovegood.