Hey Stephen;
I'm in Canada and the weather in winter here can be even more cold with wind chill! Where are you from?
Helpful hints:
-down filled jackets are both warm and easily squishy to pack into your luggage
-check out a mountain Equipment Co-op store (www.mec.ca) you will find lots of great gear specifically for cold temperatures.
-warm socks are a must. Pure wool can be itchy though, so try a wool blend
-if the wind is strong, you can get wind burn just like sun burn and it is equally as painful, so make sure you cover your entire face when walking. If you just wear sunglasses, you will have sun-glass outline and look like a raccoon!
-layering clothing is key. Undershirts (Helly Hansen has good ones) and long johns help for sure.
-keep warm from the inside out: Eat spicy food and drink HOT teas, coffee, cocoa, etc.
-stay dry
-prevention! Don't get sick - chew on ginger, take vitamins, eat well, etc. Being sick when it's cold outside just seems to make your illness worse, so just don't let it happen.
-it's the external parts of your body that get cold first: your fingers, toes, ears and nose. Keep those warm! Wear a toque, socks, and gloves for sure! Keep your head warm first.
That's my advice! Winter can be Awesome! There are lots of things to do, and the weather never stops us from having a blast outside. Hope it helps! Good luck!