I just got back from Wintergeddon, which is an Extreme Survival Cold Weather Camping Trip. A group of us spent 3 days camping in temperatures that dipped below 26 degrees Fahrenheit (thermometer is frosted over). The land was heavily wooded private property scheduled for clearing. This allowed us to cut down trees, for fire wood, and building shelters, without harming the environment. I slept in my Tarp tent, which actually kept me very warm. My body heat stayed in the tent because it does not ventilate like standard mesh tents.
It was a perfect opportunity to demonstrate how important it is to dress in layers. You can't tell from the picture above, but I am wearing a vest under my coat, a sweat shirt under the vest, a long sleeve sweater under the sweatshirt, and a t-shirt under the long sleeve. I am not wearing gloves, because we were taking pictures.
While working, I was able to subtract layers as needed. This enabled me to cut down trees without overheating. Sweating can be detrimental in this type of environment. If your clothing is drenched in sweat, it increases the cold exponentially when you stop working.
Dressing in layers is not just for this type of environment, it can be very comforting in milder temperatures as well. Next time you go out for a night on the town, you might consider dressing in layers instead of just bringing a jacket.