It may be difficult to go shopping in the SE for these kinds of clothes, but doing it online is a breeze. Sierra trading post is a good place, but any place that sells high quality outdoor gear with names like: The North Face, Marmot, Patagonia, Arc Teryx, etc. is good. I usually shop sierra because there are lots of close outs and often I get some great deals there.
Your clothing needs will depend on how much activity you are going to be doing. If you are going to be hoofing it a lot on foot or via snowshoe or skis, you are going to want to layer (getting on snow machines/snowmobiles is going to require a windproof balaclava as well & ski goggles will be a very big help) . Think full long polyester underwear, expedition quality wool socks (look on label for 70+% wool content), nylon or poly/nylon sport pants (no gore tex or other "waterproof" membrane on them), level 200 polartech jacket (high quality with draft collar along zipper - must - better if its wind proof like gore windstopper - excellent stuff) and some sort of shell - maybe polyester microfiber parka, and a good pair of hat and mittens (and you might want a set of gloves if its warmer - say like 25 or so). For boots, basically what svizz suggested - the wool felt on the bottom of the inside of the boot is the most important part - but you want boots that are waterproof in this case. Mickey mouse boots (mil) are awesome, but any heavy winter boot would be fine if it includes about 3/4" felt in the bottom and a rubber sole. You are going to want some good reviews for these. As for a hat, I would go with a lightweight 100% polyester watch cap & get a goretex or nylon ball cap too (cotton ones will get wet then freeze - in fact, that is the reason to NOT go cotton with anything).
If you're going off trail, you are going to want gaiters (seal the pant to boots area to keep snow out of your boots).
If you are going to be sitting around shooting pics and not exerting much energy or if you expect to have lulls in your work, you are going to want a puffy polyester insulated parka and add add some insulation to your legs too (like ski pants that are polyester insulated on the outside and made of a tough nylon on the outside).
For just running around in the car, you don't need many super hot clothes, just keep your warm gear handy and ensure you have some provisions (sleeping bag or heavy blankets, stove to melt snow with - don't forget fuel & stove paste - must in the cold or way up high, and some high calorie food - and regular stuff like tool kit, spare tire, first aid, etc.).
The cold is not at all like heat. It will kill you if you don't prepare for it. Heat stoke is bad, but freezing is a hell of a lot worse. Make sure you are fit - you may need the extra endurance if you get yourself into a jam.
Another thing you are going to want if you're going up on mountains is crampons and an ice axe and instruction on how to use them appropriately. Respect avalanche country - and be super cautious crossing anything that looks like there is water below. Especially moving water.
Do not skimp on quality clothing, especially of all things socks & boots.
So conclusion - for moving around:
1. Long underwear tops & bottoms - medium to heavy (but not expedition) weight, 100% polyester
2. Heavy wool socks - Woolrich, smartwool, Wigwam, etc. - at least 70% wool content
3. Nylon sport pants - climbing pants, ski bibs or pants (uninsulated), but good tough outer material.
4. Polartech 200 level zip-up coat with draft collar around zipper - windproof fleece a big plus.
5. Shell coat (does not need to be insulated - just flexible, water and wind resistant with hood- don't get goretex unless it has pit zips.
6. Lightweight polyester watch cap
7. Gore tex or nylon ball cap.
8. Gaiters (waterproof and flexible quality material)
9. Mittens (nylon shell, heavily insulated) - Outdoor Research (OR) makes good ones.
10. Winter boots (heavy super warm thick wool liner pack boots)
11. Lightweight poly or wool gloves - military liners would work fine if truly wool.
12. Sunglasses dark enough to keep from getting snow blinded.
For standing around add:
-Heavy duty polyester stuffed microfiber hooded parka (think 2-3" loft around your core)
-Insulated ski bibs or ski pants with nylon shell.
Two suggested items: Ski goggles (of the Scott variety - anti-fog) and a Balaclava - insulated)
That should pretty much keep you alive in most extreme winter conditions, so long as you keep your wits and don't go crossing frozen streams and such.
A nice emergency kit accessory is called grabber mycoal heaters (these are chemical hand and toe warmers). Comfort goes a long way toward morale, and freezing sucks balls.
Life is short. Eat, Drink & Be Merry!