Big red light on the back of the seat post, big white beam at the front for seeing with as opposed to being seen, big knobbly tyres, cosy gloves with merino wool inner, merino hat, merino base layer, merino mid layer ( I likes merino wool), waterproof top layer, waterproof socks, waterproof trainers and baggy shorts. Check.
The tyres offer excellent grip, the wool keeps in the heat and lets out the sweat. It's all about keeping wam but not too warm and sometimes, even when it's -6 (or even colder) I will pack the jacket into my rucksack due to the merino being so effective. As long as my core, hands and feet are warm I'm a happy cyclist. The legs have their own hairy coat to keep out the cold.
I can't stress enough just how important good lights are. If motorists can't identify you from distance, expect a close encounter as they get nearer although some don't even bother that you are there at all, regardless of how good your lights are.
Wrap up at the start of your journey and lose the layers as you heat up. Enjoy the conditions and relive your childhood as you skitter and slide from time to time. Ride the slide and control your back wheel and you'll find yourself actually looking for more ice to slide on. Great fun.