If you are starting out, consider some sort of camo pants, regular (non camo) woolens and under gear, and several over sized long sleeve camo T shirts to cover the stuff. Day One made great T shirts. You don't have to have the expensive stuff and you can still stay warm.
Also, under the T shirt, but over the under gear, look at golfing wind shirts. Find a quiet one, any color and it will break the wind just fine and let the other stuff keep you warm.
If you do this, invest heavily in vests (no sleeves). We tend to bulk up wearing several layers of shirts, long johns etc and our arms bulk up. Gets in the way and is uncomfortable.
We don't need our arms to be nearly as covered as our torso.
ChuckC