I'm in Ohio and our winters get cold too. For your legs, get a pair of jeans that are a size too big (can get for just a few bucks at a resale store if you don't have a pair) and then wear a pair of long underwear underneath. I do the same thing (layers) with my feet, because cold feet really can ruin barn time. I wear liners underneath a regular pair of socks (have found some at Sierra Trading Post - Great Deals. Great Brands.).
Same thing for your upper body....layers. Sierra TP has some very nice silk long u'wear that is light and won't get you over-heated. You can go to the mid-weight or even expedition weight for the January and Feb. Temps. Key for me is to have something around my neck. I made up some headbands from polartec fleece and just pull one down around my neck and also have one over my ears---have to adjust helmet to accomodate. It's amazing what an extra layer there will do to help keep your body core warm. If your hands and feet are getting cold, it is usually because your core is cold and the body is pulling blood from those areas to protect your vital organs, so extra tops, vest, etc. help.
Sue in Ohio