I wear an old down jacket, about 3 sweaters, a thermal long sleeve top and 2 long sleeve tops over that. I wear long johns under winter breeches under 2 layers of pj's. Then I put 1 regular sock up over the long johns, a pair of knee highs over the breeches, and then wool socks over the pj pants and stukk them in my tall winter boots with those foot warmers. They are made by mountain horse, and are so warm and comfy! And then I have a toque and mitts. My mom HATES winter because we have so many clothes to wash, and they all smell so strong because the cows are kept in the barn all winter.
I strongly suggest the hand and foot warmers, they work so well! If you don't mind wearing pjs to the barn, then getting some really fuzzy cheap ones from walmart will do you good. I just buy lots of cheap, warm clothes and layer them.