I hop on the old green machine, not orange, but I think I hold the record for the coldest plowing this year (a couple times below -10degF, -25degC), so here goes.
I have lots of ski and sledding gear from my pre-JD days, so it's now become ski/sledding/plowing gear.
Usually ski socks, with big old Sorel's, long underwear, thickness dependent on temperature, ski pants, base layer shirt, a number of baselayer jackets/softshells based on temp, goretex shell if it's windy or snowing, and a toque. Any colder and I'd add a balaclava, as well as some ski goggles. If I had a blower I'd have those on all the time (I use my FEL and back blade). I wear a pair of tight work gloves, with big mitts overtop. That way I can pull off a mitt and still be fairly dexterous.
Did it one evening while it was still snowing, and I ended up with a damp bum!!! Gotta make sure you wipe off the seat whenever you get back on. Staying dry is crucial!!!
I would never buy any of the gear above just for tractoring, but it all works great, and is very comfortable, so I use it.
Didn't think I'd ever want a cab on my CUT, until my first night plowing in the bitter, bitter cold....... I've changed my mind!!! Next go around......
-Jer.