I biked outside in the winter for the first time today. I'd been wanting to try it for a while, so I bought a pair of biking tights and a good windbreaker a couple of days ago. It was "only" 34 degreees outside, and I had wore the tights (which the Unknown Wife and Unknown Daughter thought were quite amusing), a windbreaker, a couple of layers, and hat and gloves.
However, even though I only went about 6 miles, I was COLD! It's amazing how much colder it feels when you're making your own 15-20 mph wind.
Still, it beats the daylights out of being on the stationary bike down in the basement.