Most Helpful Girl
Lots of layers for me does the trick. I have a really heavy, long overcoat, so I generally wear a bunch of thin layers and just put that on top. I sometimes do wear long underwear, but only when it's absurdly cold out - otherwise being indoors is too warm.
As far as keeping warm outside goes, the outerwear and winter accessories you put on almost matter more than what's underneath it. Hats, scarves, mittens, and thick socks are a must, especially during snow. Get tall, insulated snow boots, and wear multiple pairs of socks if you're going to be walking around in the snow. The rule of thumb for me is that if you aren't all swaddled up and don't look absolutely ridiculous, you're going to be cold. When going inside, just shed layers until you aren't sweating and let the snow melt off.
Then again, I'm a college student and spend my winters trekking through heavy snow to get to my classes and food. You might not need something so extreme, especially if you want to live in an urban area where good infrastructure for snow removal exists.