Wow. Really? And the majority of these posters are from warm areas! You guys would all absolutely die here. Even Minnesota -- seriously? You're already THAT bundled up? What do you do in February? Hibernate?
Layers - lots of layers. Because when I first go out, its freakin' freezing. By the time I have groomed and done feet at least one layer is gone, maybe two. Then on the trail, I need a layer that can easily be taken off and stored on the back of the saddle and put back on -- sunshine and change of wind make a huge difference when we're out. I try really hard to avoid getting too hot. Sweating is a bad, bad thing when it's -30 celcius.
Best thing is to ride bareback because then I can wear my big clunky rubberized lined boots with two pairs of socks. With a saddle, the boots don't fit in the stirrups unless I hammer them in! Ha ha
My worst enemy is my hands because I have Reynauds. So I wear mitts, not gloves and take handwarmers with me. My toes are starting to be affected, so I expect I will be buying toe warmers this winter.