I marvel at how the likes of Steve Abraham cycle the miles they do in ALL conditions.
It's usually my hands and feet that feel it, I work outside for a living so can handle the cold. Yes lots of layers, but on a bike it's harder to judge as if you push on a bit you sweat and get cold quick when you do slow up or stop, too little and you get cold anyway.
I use a head scarf under my helmet and a neck warmer, 2 pairs of socks and over shoes, latex gloves inside gloves, which help a little. Best thing to keep warm though for me is to pedal hard!