It's been 20+ years, but I came here from a tropical climate and for the first 2-3 years I was freezing cold in the winters.

I recommend:

• A heavy windproof winter coat/parka (Eddie Bauer is a good mid-range brand; they have a sale right now if you have a US address you can ship to.) Something mid-hip or longer is good. Women's jackets are typically longer and you can get knee-length, but most of the men's jackets I see are shorter, FYI.
• Gloves. They should be windproof and waterproof
• Warm socks
• Waterproof boots that you can wear in snow, slush, or rain

If you want to pick up good quality outerwear more cheaply, there are typically sales timed around public holidays. President's Day (Feb 20) might have sales.

Indoor spaces are well-heated, so I don't recommend thermals. If you wear thermals under your clothes, you'll be too warm indoors when you take your coat off.