I think snow/ski pants are a must and make a huge difference to keep you warm. Once I started wearing them I found I didn’t get as cold and was more able to move around the play ground, sit with the children and endure a little more.
A good pair of mitts, sometimes I’ve even worn finger gloves inside the mittens.
A scarf or neck warmer and hat.
Good boots, I’m in Canada too, one year I got inserts that helped insulate the soles of my boots and my feet never got cold! They were at the cash register of a outdoor store but they were something like this: boot insert
And layers, layers, layers!