Wear a Base Layer
Dressing in layers is much more comfortable and efficient that simply throwing on a heavy winter coat and walking out the door. Wearing multiple layers allows warm air to be trapped between each article of clothing and serves as extra insulation. Another advantage of layering is that it allows you adapt to changing conditions; you can remove garments as the temperature rises during the day and add more when things start to cool off at night. A good rule of thumb for layering is to have a base layer, an insulating layer and an outer shell layer.
The base layer goes right against your skin and should wick moisture away from your body. It should be soft, comfortable and fit snugly. Good materials for the base layer are polyester, silk and merino wool. Avoid cotton as it absorbs moisture. Examples of clothing that can fit into this category are long johns, briefs and performance T-shirts.
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Wear an Insulating Layer
The insulating layer is exactly what it sounds like; this clothing traps your body heat to keep you warm. The composition of this layer can changed quite a bit depending on your environment. Look for materials that are known as excellent insulators such as wool, down, fleece and even nylon. Because you will be wearing several other layers of clothing, you don't need you insulation to be too bulky. Ideal garments for this category are lightweight and comfortable while still keeping you warm. Fleece jackets and wool sweaters are examples of items that could be part of your insulation layer.
Wear an Outer Shell
The outermost clothing is your shell layer that will protect you from the elements. The purpose of this layer is to shield you from the wind, rain and snow. If moisture gets past your shell into your insulation layer, you can start to lose heat very quickly. Each piece of your shell should be water repellent. Ventilation should also be considered when putting together your winter wardrobe. Without proper ventilation, perspiration cannot escape via evaporation. This will cause moisture to be trapped leading to heat loss. When you are looking to purchase garments for this outer layer, keep in mind that you will need room to fit several other layers of clothing underneath. The composition of your shell layer can vary greatly depending on the weather conditions. Anything from a light raincoat, to a heavy coat can serve as the outer shell of your winter garb. Ski pants are designed to keep stand up to winter elements and snow boots insulate your feet while keeping moisture out.
Don't Ignore Your Extremities
While it is a myth that 70 percent of your body heat escapes through your head, it is still important to wear a warm hat when venturing out into the cold. Not only does it help insulate that part of your body, but a good hat will keep your hair dry. Wet hair is a quick way to drain body heat.
Mittens actually keep your hands warmer than gloves, though they obviously make it more difficult to use your fingers and hands for certain tasks. Dress for the occasion; use mittens if possible. Whichever you chose, make sure they are waterproof.
I've always found that if I can keep my feet warm, the rest of my body is in good shape. I mention snow boots earlier so I won't go into that again. However socks are a very under-appreciated part of your a winter outfit. Get a pair of thick, warm socks to go under your boots and reap the benefits. Again, you want something that insulates your feet and wicks moisture away. My feet used to always be too cold. When I would finally get them warm, they immediately start sweating which, of course, lead to cold, clammy feet. Miserable. Well, last winter I got a pair of Darn Tough Socks. They are made out of merino wool and I have been very happy with them. My feet stay warm and the wool keeps the moisture away, it's wonderful.
My last tip is to drink plenty of fluids. This may seem a little counter-intuitive, but water is excellent at retaining heat. If you are well-hydrated, it will be easier to stay warm. Drinking warm beverages like cocoa, tea or coffee is particularly effective at keeping you warm because their heat is transferred directly to your body. Armed with these tips, the incoming winter can actually be enjoyable.