Where you layer is also part of this. Living and camping in the Ohio River valley, and pretty much avoiding deep winter camping, I probably don't layer the same as others. My coldest anticipated temperatures are usually a low around freezing (32F); any colder than that, and I stay home.

On a chilly day, I hike with just my base layer: midweight Smartwool longjohns, top and bottom. I wear shorts over the bottoms and, depending on how chilly it is, may wear a lightweight Smartwool T (my usual hiking shirt) under the midweight (usually a zip-T.) I usually wear a Smartwool beanie or a Marmot Precip hat, depending on my mood, and a pair of OR shelled fleece mittens.

If I need a little more warmth, or if it's snowy or wet, I'll add my rain gear (Marmot Precip jacket and pants.)

When I set up camp in the evening, I'll add any or all of the following over the base layer: Montbell UL Down Inner pants, Montbell UL Down Inner parka or Alpine Light Down Parka (depends on temperature), and Sierra Designs down mittens. I also wear Smarwool glove liners for camp chores, and add a Smartwool balaclava if I feel the need.

I also carry a pair of Sierra Design down booties (soleless), but don't wear them for walking around in camp; I'll leave my trail shoes on for that. The main reason for the booties is my feet tend to get cold; I wear them often in the sleeping bag. Since my bag (WM Megalite) is rated to 30F, I usually wear only the long johns to sleep in. However, the insulating down layer provides backup warmth in case the temperature takes an unanticipated dip. (The system does work; I intentionally planned a cold night of car camping, and during the night I added the down pants, down booties, down mittens, and UL Down Inner parka as I got chilly. This kept me warm all the way down to 19F, well below the bag's intended weight.)

One other caveat: I use a lot of down, but I also tend to stay home when it's going to rain all weekend. When I was younger, and did a lot of foul weather winter camping, I used midweight or heavy weight synthetic long johns and midweight pile insulating garments. (I also used a synthetic sleeping bag.) Since I don't have to prove I can camp in the rain any more, I switched to down to save some weight.