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Today is very cold. It was minus 18 F (-26 C) as I waited for the train. About minus 10 as I trekked the mile across the Loop to my office. But I was toasty warm, thanks to my four favorite tools to combat the cold (two old-fashioned, two from new-fangled materials).
Neoprene face mask - Sure, I look like a bank robber when I wear it, but it keeps my face warm and lets me breathe. Yes, I could achieve all that with a tightly wrapped muffler, but here's the significant advantage: my glasses don't fog up and ice over. The design directs my exhaled breath down and away from my face, and I can proceed confidently instead of viewing the world through an admittedly artful icy haze. ($11 from Campmor)
Silk long underwear - This stuff is fantastic. It is gossamer-like, as thin and elegant as a white lie. It lies unconspicuous beneath a pair of slacks or jeans, and your legs are miraculously warm. Much more comfortable than nylons.
Polarfleece - Yum! I have a couple "fuzzies" that are stylish enough to pass as casual office wear. They're light and warm and wash with no fuss.
Down - God bless the geese who gave their downy bottoms to keep me warm. (Down doesn't make me feel as guilty as fur does, though maybe it should.) I just got a very long down coat from LL Bean, and it is "ultrawarm" as promised. After a few blocks' walk, standing on the corner waiting to cross, I sense that I'm enveloped in a column of warmth.
In French you could say "Je ne crains pas le froid," (literally, "I don't fear the cold") for "I'm staying warm."