To accomplish all of the above, you should think about three separate layers. A base layer, insulation layer, and the environmental layer.
Base Layer
When I think about winter gear, the heavy, badass looking ski jackets come to mind. It's counterintuitive to think about your underwear playing a cruicial role in keeping the cold out. But this is where it all starts. Wick that sweat away and you're on your way to a warm hike home.
The base layer's job is moisture management. On a daily basis, that's your underwear. That is, if you're not commando every day. But in the snowpocalypse, you are going to need more than your skivvies, my friends. Your standard, run of the mill white cotton panties will be your downfall. Cotton is your enemy. It absorbs moisture and becomes a wet towel that helps steal all your body heat.
So we must we dig into our winter collection for long underwear, UnderArmor Cold Gear, or other seasonal favorites.
Insulation Layer
So you've wicked your sweat out and kept your body dry. But that's not going to keep you warm as the world freezes around you. The insulation layer, just like insulation in your house, traps air which contains your body heat, and keeps you toasty. This may be a couple layers if you have room in your trunk.
Environmental Layer
This repels the elements and allows your insulation and base layers to do their job. In the snowpocalypse, this means repelling snow, ice and frigid wind. So a good waterproof shell is a good idea.
More on layer basics from REI.