Windproof winter jacket for sure. Make sure it's not too tight, so you can get enough layers under it, but also that it's not too baggy that you can get a gilet over it. A fleece beanie or skullcap that fits under your helmet is always a good bet - and make sure it covers your ears. And good winter gloves - though that's very much an individual choice.
If, like me, you are a rural rider, then you will need to be aware that after sunset, the temperature will drop like a stone, as what little daytime heat that you get, doesn't get held in by buildings as it will in urban areas. So if riding around that time of day, take an extra layer with you. Being far too cold on a bike is a truly miserable experience.
For the bike - lights definitely. I'd suggest one set of USB and one set of battery. Battery life (especially for the rechargables) really suffers when it's cold, and you really don't want to be caught out. And reflectives. You can get tyres with reflective sidewalls (e.g. Schwalbe Road Cruiser Plus), and I really dig those spoke reflectors as well.
And effective mudguards. The roads here are ghastly during the winter.