Hi, I am a Muscovite so I should know
It's 0C now so I just put on my coat and scarf and flip the coat's fur-linen hood over. When it gets colder I won't leave home without a hat. I laso wear gloves from Oct to March because my hands are always cold (I guess it's something to do with blood circulation).
The first rule to keep warm is have three layers of cloth to "insulate" your body warmth from without - like a cotton shirt, a wool or fleece sweater and some kind of windproof coat. I actually like membrane sportswear, it's light and comfortable. I wear my skiing jackets quite often when going casual
but most days I wear this one: [IMG]
And as Ninadef
said footwear is very important and fur- or shearling linen is the best, you don't have to wear thick socks in it.
Hope this helps!