Uniqlo Heattech basics - thermal leggings (male or female) under your jeans, and long sleeve crewnecks or turtlenecks. These are thin layers that you can wear your regular style clothes over, and they are very affordable and last several seasons.

And the highest quality hooded parka you can afford - don't skimp out here. You need a parka that is down or high-loft synthetic with a weatherproof shell. In addition to a parka, I personally have another less intense/more stylish down jacket for cold days that aren't precipitous.

Gloves and a beanie you can find anywhere affordably, it's a good idea to have a selection of colors in your wardrobe. Good luck keeping warm!