Okay this might sound a little nuts... but when I was training in Seattle I had a trainer that told me to tie bread bags over my thermal socks. I was pretty young and was able to stay pretty active and warm, but my toes always seemed to get super cold. The bread bag thing totally worked. Haha!
What I have found to work for me I hardly every get to cold using this method when riding. I ware a cami, long sleeve shirt, small or tighter sweatshirt then a larger sweat shirt over that and if its below freezing I put on a winter coat. Winter tights under riding pants or ill ware my pair of thick riding pants and my feet don't get to cold so just one pair of socks works most of the time if not I put a pair of ankle socks over my boot socks and that does the trick and gloves.
This year, I'm finally warm, even slightly TOO warm, which is a darn miracle considering it's snowy and cold, cold, cold and we only have an outdoor arena.
Kerrits Sit Tight N Warm breeches over Kerrits thermals, Smartwool mountaineering socks, Mountain Horse winter tall boots, silk thermal top, fleece sweatshirt a windproof jacket over that, my helmet (keeps your heady toasty warm and protected in winter!) and fleece-lined winter riding gloves.
I rode last year in jeans/thermals. What a mistake that was, denim does not hold in warmth or keep the wind out very well. The Kerrits winter breeches are polyester, so wind-proof and as they are snug, hold in the warmth. Combined with their thermals, I've actually gotten hot. Their thermals are knee length with elastic bands, so not only do they not ride up, they aren't taking up space in tall boots. If you stuff your boots too full of layers, it will make you colder, not warmer.
Recently I found out that pushing a round bale, by yourself, from the far end of the hay mow to the front of the hay mow, over a 8 inch step, and then pushing the round bale off the edge of the mow will warm you up a lot.