For the winter time and to be as visible as possible, I chose gear from Proviz : the Hi-Vis cycling jacket and the Hi-Vis cycling gloves. The zipper from the jacket broke out after just a few rides, but was repaired quite efficiently by Proviz, after sending it back a couple of weeks after receiving it.
In the winter time, with temperatures below 0°C, I replaced these gloves by white skiing gloves, just to be perfectly warm.
Also, always the helmet and white- or sun-glasses for bikers (nothing special with these).
THE advice : do not try first or after a long break on a cold day… As for any sport or outdoor activity, you need to well adapt the number of layers to the temperature but also to the effort. So if afraid of freezing days, just start gradually in the fall, and adapt gradually your clothing to the temperatures as they go down 