I don't ride English, but this is the stuff that works for me...
I am also a fan of the UnderArmour...because it wicks if you sweat. The problem with cotton is that it gets wet it gets cold. Even better if you can stand it is wool, it will stay warm even if wet. My gloves are wool as well. I have ones that have fingers but have a mitten flap....love them! I forget the maker, but I can dig them out and look.
Also I will go to the army surplus store and get army wool gloves for $3 a pair and double them. They are cheap and warm.
I wear jeans always with either chinks or shotgun chaps. I layer my tops. I always wear wool sweaters somewhere in the mix.
As far as coats I love a good quilted down coat. Not the crappy plastic fake ones, but a good expensive one, they are light weight and warm. For those of you who have to wear winter clothes for most of the year understand how tiring it gets packing clothes around..so weight of clothing becomes an issue.
I wear silk scarves for wicking and warmth..if my neck is cold I am unhappy!!! And I wear some kind of wool hat...usually a scotch or railroad cap with ear flaps.
I don't ride English and have oversized stirrups anyhow, so I wear Schnees Snow Pacs with a wool liner and wool socks. And I have a pair of spurs stretched out to fit them.
On super cold days...below zero F we will break out the pocket hand warmers..i put them in my boots too!
I DON'T LEAD 'EM AND FEED 'EM, I RIDE 'EM AND SLIDE 'EM.