I have been a year round bicycle commuter for several years in Norfolk, Virginia. I don't know what the weather is like where you are, but one of the places I got a lot of useful information for winter riding was
www.icebike.org. No, it is not that cold in Norfolk, but a lot of the information is good for getting a start.
I tend to layer. I have a couple of long sleeved jerseys, a light winter jogging top I was given for christmas a few years ago, and an Exte Ondo Windstopper jacket I got on ebay. I put on enough to be slightly chilly when I start my commute. As I ride, I warm up.
As far as lights go, I have several different basic, run of the mill, headlights and taillights. I also have two flashing red lights that I can attach to my wrists like Cateye LD100 Red Safety Light. It is very nice in the dark to have lights on your wrists so that motorists will be more likely to see your hand signals. The Nashbar Tiny Light Set looks like it would be similarly useful.
My bottom line is that I do not need a head light that is going to light my path for me because I do not have much of my path that is really dark. I have street lamps and such helping me.
I use lights and reflective vests to make me more visible to cars.