Timm,
do they ship to Canada?
what are their shipping rates?

Fleece is great for warmth but does not keep out the wind so must be paired with windproof stuff. Mittens are warmer than gloves, you may want gloves to wear under the mittens. Both should have a water-resistant covering. Scarves are good for wrapping around your face. I'm very fond of earmuffs since my ears get cold easily, and I find if my ears are warm I feel warm.

Forest City surplus in London has long underwear of merino wool. I think around $50. I really do not like wool but I may try it- out of stock........I really like their micra fleece stuff. Incredibly warm and very cheap, lots of static though. $20 each top and bottom.
http://www.fcsurplus.ca/shopping/products/189-Underwear/