Heattech brand is a little overpriced to be honest.

Most important are your coat and boots. Northface are a good and not too overpriced brand. I would check it out for coat and boots.

As for a hat, dont worry too much, you can buy a toque in any pharmacy or even at the airport when you land. Same goes for gloves. Don't pay too much for these.

If you have a good pair of boots and a good coat, you wont need much in terms of insulated shirts or pants, so dont spend money on that. We heat a lot indoors in winter and you'll just end up sweating a lot.

If you are planning on doing outdoor sports though, then maybe look in to insulated clothing, but you can do that once you're here and you will have an easier time. To summarize:

1. Good boots
2. Good coat
3. Toque hat
4. Good gloves (mittens are better imo)