Bicycling

I bought them at Nashbar five years ago and cannot say enough good things about them. They have a wind-stopping front and multidimensional stretch fabric on the backs, which pulls the fabric right back into my knees. They are breathable and wind stopping and just what you need.
http://www.nashbar.com/bikes/Product_10053_10052_131090_-1___202489

These padded "liners" are way more comfortable than lycra cycling tights:
http://andiamounderwear.com/
The padding is very compact, between that and the winter layers I have enough padding.

I have a yellow waterproof helmet cover. I wear a balaclava and some sort of extra beanie under my helmet.I wear clear or yellow wrap glasses for my eyes. The balaclava is the tricky thing: I want to cover my nose, but when I stop for a traffic light, I have to pull it off my face or else my breath fogs up the inside of my eyeglasses.

I put a lot of lotion on my face before going out in that wind, too.
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The real winter monger snow bikers convert their pedals back to platforms-and-straps and wear hiking boots. Many hiking boots have a layer of foam under the top to keep your feet from getting bruises, and it does keep your feet warm.