First I will say, that it starts with what you eat, I love warm drinks and I love even more when they have a touch of booze in them. Some nice soup and toast is a must too.
Some of my favorite tights for winter are dancer tights, they are think but not all wooly. I will even wear the full body or half body tights, they are great because unlike thermals they are not thick and they cinch a bit too, so you stay sleek. I am pretty much about boots all winter.. with everything, and I almost always have a good pair of wool socks on under them.. if your feet are cold, you can forget about staying warm in any way.
I wear dresses all winter long so in that aspect wear what you want, throw on a cute sweater, I typically stick to long sleeve dresses. I also am a big fan of nordic style sweaters.
and furry ear muffs, as well as all sorts of hats. Although I am not a fan of the idea of killing an animal to wear it, nothing will keep you warmer then a fur coat, I know there is allot of controversy around that, but I only wear vintage fur, and leather.
It's also important to keep your fingers warm and I am huge fan of bringing back the muff, gloves and mittens just never cut it for me, and I tend to only wear gloves while I am driving, but if I am out walking downtown or in the woods I will carry a muff.
Those are pretty much my winter fashion tips.. nothing to huge.. but my last tip is to stay hydrated, water water water, lotion and lip balm.. super important.. ooh and a loved one to cuddle with is also helpful !