The winter forum is full of threads on winter camping. Start reading them and go back a couple of years. Also look at the winter gear list (link from the Home Page). There are several threads with gear lists posted by members, me included, so I am not going to repeat it. Search for my name and they should all pop up since I have posted in most of those threads.

I suggest doing a lot of online research about winter camping and read a few books. Allen & Mike's Really Cool Backcountry Ski Book is a good one to start.

Gearing up for safe winter camping is not a cheap proposition. There are ways to economize, but some things can't be avoided without increasing your risk.

You can find gear on eBay, but you need to know what you are looking at before bidding. Don't take product descriptions on eBay seriously unless you know the brand and the product already.
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Don't get me started, you know how I get.