Brands don't matter so much as proper understanding of how your body keeps warm and what fabrics should be used for what.
Head - Stocking cap, you lose a lot of warmth through your head. Regular cotton knit should do but you might be interested in fleece.
Neck - Scarf, more wonderful than you'd first think. Material doesnt matter so much here as coverage, if you have a long neck get one that is more broad.
Body - Layer it like this: tight & light cotton t-shirt, thermal underwear top, light sweater (hard to describe, it's thin & soft, usually acrylic or silk), heavy sweater (wool is best, if turtleneck get thin turtleneck for under it cause it's scratchy), regular coat (maybe fleece lining, dont bother with the massive puffy coats, just get something that fits well and isn't drafty)
Legs: Thermal underwear & jeans should do, the thermal layer does a lot
Hands & Feet: Doesnt really matter, just dont be an idiot and walk around in sandals. Socks and then shoes with some sort of padding on them (esp the bottom, ice will make rubber soles cold) and don't step in deep snow with lower cut shoes. You do want traction, but for manners try to stay away from big boot-tread shoes, they grab snow and don't shake off easily so you end up making a puddle where you set them at someones house. Don't bother with big puffy gloves (just annoying to deal with), get something flexible with a thin fur-like layer inside.
Other: Get some freakin chapstick, you'll need it. Also what you eat does make a difference, don't down a bunch of cold soda and expect it to go well with you and don't forget to eat and think you'll stay warm. Warm foods with plenty of calories to burn are important, and warm drinks like cocoa made with milk (again, more substance to burn) are nice.
On the body you might instead want the thick sweater layer to be easily removable in case you're too warm indoors. Also you really want to be sure to tuck in the t-shirt and thermal layer because you can get drafty. With that in mind and also about thermal layers, the whole idea is that a thin layer close to the skin can actually be much warmer than a thick coat-like layer that is looser because you are actually kept warm by the layer of warm air between your body and clothes.
Here in IL we can sometimes get to -40 in the winter and 115 in the summer, so I know both sides of it. The irritating thing here is around 70% of the time it's not predictable, but it's like a weather yo-yo, so you have to always have all your clothes ready and work with layers a lot. Sometimes you'll get upper 60's one week in january then it drops to a 5 degree blizzard on the weekend.
