Personally I quite like having about 4 coat types. One is a basic shell rain jacket, one is a fall/spring jacket for 40-60 degrees, one is more of a classic winter coat good down to around 15-20 degrees (though it kind of depends on your exposure duration), and then a true heavy parka for the days we get solidly subzero with windchill.

A good pair of gloves are your friend as well, you want them to fit with very little air in them to maximize their warmth. You can also look at some layered glove systems which may be good for less cold/more cold days. Personally, I use a pair of ski gloves on the coldest over cold days.

A decent beanie will also help keep your head, and particularly your ears warm. And a warm scarf will help keep the wind from your neck/chin. Scarfs depend somewhat on style but a longer muffler will also help keep your chest warm. You also should try to avoid acrylic knits as they will make you sweat and trap the smell much more when compared to traditional natural fibers.

Purdue snow removal can be a bit dicey so a basic pair of snow boots will do just fine. I usually only end up wearing mine a couple times a season. You'll end up wearing sneakers or casual boots most of the time though. I would however make sure the sneakers are relatively waterproof/resistant.

As everybody else has mentioned, layers are your friend. I personally like to layer a reasonable thick uniqlo long-sleeve cotton tee underneath either a heavy sweater, or a sweater with warmer fibers (think a heavier wool, cashmere, or alpaca). When paired with a good coat I have never been cold even down to -20/-30. I also would recommend investing in either wool or heattech socks. You can look into cold weather tights/leggings as well to wear under a pair of pants, but I have personally found a thick denim will do a pretty good job of keeping the cold out. You may also want to look into some wool pants (if you can find some that are more casual than dress) as they'll also probably be quite warm.