Having understood how clothes keep you warm and decided on a layering strategy, it’s time to go shopping.
These links illustrate the kinds of garments that are available from well-known outdoor brands; they are not recommendations of things to purchase. For casual use, high-powered mountain climbing gear isn’t necessary. Use the descriptions and images of the examples listed as a starting point to understand each category of clothes.
When considering which clothes to buy, you may wish to calculate the required insulation for the conditions and compare that with the insulation of the clothes.
Outdoor Gear Lab is a trusted source of reviews. Their picks are tailored for physical activities like backpacking, hiking, skiing and mountain climbing; people looking to stay warm and dry while sight-seeing or travelling will likely be able to settle for apparel that has fewer features and is consequently much less expensive.
For more general information, Keeping Dry & Staying Warm (Part 1) is a good read about the principles of garment construction, insulation, and layering. The explanation of different hood designs is particularly useful – it turns out that many people who think they hate hooded jackets just haven’t used a good one.