A super warm coat, of course. Maybe this one from Mackage
Or, for something more suited to the ski slopes and with a less punishing price tag, perhaps a North Face:
Sweaters are a staple, and a lot of stores tend to have sales during this post-Christmas period. We have found some great deals at Comptoir des Cotonneirs
There is an art to high-low layering which is not only stylish but keeps your bank account afloat. For example, while you might not hear about brands like this during fashion week, you can always get some good sale prices on basics from stores like the Gap:
For example, pair the above with these trousers from 3.1 Phillip Lim:
We tend to stick to pants only in this weather, but for those daring enough to bare their legs, Wolford's merino wool tights are a great insulator.
Keep your feet safe and dry in a good pair of boots, such as these from Hunter + rag & bone:
And, if all else fails, go on a tropical vacation!!