However, with a second (and rather colder) winter (2012-2013) under my belt, and heading into a third, here's a few additional observations.
1. YOU NEED MORE LIGHTS
Really. In winter, no matter what, you're riding in the dark more often. Riding in the dark, especially on roads with cars, is DANGEROUS. Bikes are very hard for drivers to see - harder than pedestrians, because we're moving faster, and often are at a very bad angle for visibility. DO NOT RELY ON REFLECTORS. I frequently cross paths with other cyclists I cannot see.
At the very least, you should have an actively-lit headlight (white) and taillight (red) all the time. I usually have at least two headlights and at least two taillights going - the second set is on my bike helmet. I also often have another red taillight somewhere (this is because I carry loads on my back rack that sometimes obscure the basic light.) I also usually have -other- other lights in different colors hanging on my jacket or bike frame, and I have a green spokelight in my back wheel.
I really like the Nite Ize brand for lights-that-make-me-visible. They don't cast enough light to light the road ahead of you - you need a brighter headlight for that.
(I also have reflectors on my tire sidewalls, randomly scattered around my bike, on my helmet, on several pairs of shoes, and I wear a jacket with reflective stripes.)
2. Found a windbreaker I like a lot better
My first year, I used a low-end REI rain jacket with a plasticky lining. The lining broke down quickly. Last winter I bought a Novara Stratos jacket (I got a men's jacket, for layering, but wow the available colors right now are hideous) and Stratos pants. The lining is -much- hardier, as is the whole jacket. The pit zips do well with venting, and the reflective trim is a great feature. I don't use the pants quite as much until seriously wet winter, but I've already been wearing the jacket for the last several weeks.
3. At lower temps, toes are even harder to keep warm
Last winter I rode quite a few days below 0 °F (- 17.78 °). (My record is now -12 °F.) It doesn't matter how many socks you layer, toes get too cold. (Also, at a certain point more layers in your boots = cutting off circulation.)
The solution: toe warmer packs. You have to expose them to air to get the warmth going, so I open them a few minutes before I put boots on, then stick them to me at the last minute. You barely feel heat, but you don't freeze!
4. Still love...
...my chopper mittens & liners, ski goggles, and wool shirts.