I live in New England...I use non-padded tights over my bike shorts, am buying windstopper tights for this season because I discovered I like winter riding. In really cold weather, I also wear rain pants (gortex) I got from
www.performancebike.com. this just helps block the wind. I haven't purchased padded long tights because I wear layers anyway-so the shorts w/tights w/wind pants have served me well in below 32 degree weather.
For my feet: winter cycling socks by craft, windstopper booties. If you can't get the booties yet-plastic bag over your socks in your shoes does the trick.
For my head: windstopper cap under my helmet or a basic cycling cap for "in between" weather. World Cycling Productions and performance bike has under the helmet caps from various makers.
For my hands: I use cross country ski gloves
World Cycling Productions also has Exte Ondo windstopper jacket on clearance. I've been wearing that jacket for two years and swear by it!
Other considerations: arm warmers and leg warmers for "in between" weather.
I've built my winter riding wardrobe up over the years.
The key is wearing layers and having the last layer be wind proof or wind resistant.
another good website: Nashbar bike, they have stuff cheap and a lot of clearance items.