I wear the usual winter stuff for me, jeans, 2 prs of socks inside Sorels, t-shirt, old army shirt, sweatshirt on top, then a pair of old ski pants that come up to chest height with suspenders. Over that, what I've found most useful, is a very light rain suit/windbreaker 2-piece outfit... Pants pulled up over the ski pants, then my regular insulated winter jacket, then the jacket portion of the rain suit over that, with a hat and the rain suit hood over the top of it.
Gloves I haven't really worked out yet, yes, fingers are the first to go! I just come in after a bit and swap gloves for another (warmer) pair. I use a front-mount blower on a red SCUT, and the rain suit thing works very well at shedding any blowback. (Also use it on my motorcycles...

Very light, stuffs into a small bag, easy to carry, very effective.)
PS- Kinda hard to see the suit, I guess.... this was one of our first snows this year- 4" followed by 1" of rain.