I am about 2 hours from Utah, up in Wyoming at 7000 feet. It gets very cold and I was going to say the same thing as Kevin. IFA stores will be your friend. Wait till you get here, then go and buy what you need. If you have not lived here, then what some folks say is a winter coat is more for lounging around in the ski lodge, pretty, puffy and worthless outside. lol.
I bought "longjohns" at Cabela's in Utah that are fleece type. They are soft and warm and so comfortable for riding. I like lined gloves, like to keep my hands warm, I'm not tough like Kevin... I do ride with a wool knit cap on my head, like to keep my ears warm. Kevin is just too tough for me about a hat too. Ugh, my ears would freeze.
You also want good warm boots for when you are not riding. Again, IFA or Cabela's will be your friend.
Good luck and enjoy.. Right now outside it is 10 degrees F, snow on the ground. Time to bundle up and go feed the horses.