I always ride for the winter! I have some under armour gear for on top, and a carhartt coat lined with sherpa :) That combo keeps my top warm. I usually just wear running spandex underneath regular breeches...my legs don't get cold easy. For my feet (which get cold VERY easy) I have ski socks and lined Mountain Horse boots. The boots do wonders...although I do get cold eventually. Always wear gloves in the winter, and sometimes a neck warmer if it's really cold! I live in Maine and was able to ride in -20 degree weather last year for 3 hours with the clothing I listed above and, although my hands, face, and feet were frozen by the end...the rest of me wasn't cold and it was fun =P
I love riding bareback in the winter too, horses have amazing body heat!
A horse is the projection of peoples' views about themselves--strong, powerful, beautiful--and it has the capability of giving us escape from our mundane existance.