I remember my first time cross country skiing. Naturally, since I was a city boy, I knew that unless I dressed REAL warm, I would probably freeze to death. No one really explained to me that cross country skiing probably generates more body heat than just about any other sport. Burn baby burn. And naturally, I used what I had in my closet, which was mostly cotton items. After a while those comfy cotton items soaked up all the sweat that was pouring off of me and I froze baby froze. It was not a good trip for my first time out. Then there was the incident with the purple klister from an aerosol can on that same trip, but that's another story...

But once I learned what to wear, I would forget from season to season which clothes to wear to stay warm at any given temperature. Here's what I did. I made a simple list -- 

• The temperature when starting out, 
• Clothes I was wearing
• The temperature when I got back
• How comfortable those clothes were (too hot, too warm, near perfect, a little cool or too cold). 

After one season of taking notes, I was able to refine a list of what to wear for any temperature. This trick also works great for other activities like cycling and running.

But here's what I found keeps me warm while skiing under most California conditions:

• Pearlizumi Therma-Fleece tights. These lycra tights have a thin pile on the inside that make them warmer than the average cycling tights. Never once have I wished for another layer underneath while skiing. There are other brands out there, they just need to be warmer than your average cycling tights. I also picked up some polypro underwear briefs to wear underneath. Cotton briefs just soak up water and make you cold.
• Two layers of lightweight Caprilene or polypro underwear. One is a zip turtleneck and the other a plain crew neck. Layers are always better than one heavier item.
• Polartec 100 jacket. The 100 weight is lighter than the average Polartec 200 jackets you see everywhere, but is harder to find. Marmot sells a Zip-T pullover for $58 (when on-sale) and North Face has their Salathe Jacket in Polartec 100 for a whopping $95 and REI has their Teton jacket for around $65. I swear by this weight of Polartec -- the 200 weight is simply too hot for California skiing. And while I might get a little warm on some days with the 100 weight, I never get too hot.
• Lightweight wind breaker. I personally use a Pearlizumi Attack jacket because it stuffs into its own back pocket and has a waist strap that turns it into a tiny, little fanny pack when the day really warms up. I also see a lot of skiers wearing wind vests. Another option is a Windbloc fleece vests or jacket. Windbloc fleece has a thin, windproof membrane in it -- the wind normally blows right through most fleeces, but not Windbloc. I picked up an REI vest (the Solitude XC Ski vest) that has Windbloc on the front and normal Polartec 200 on the back for $50. Sportif also makes one.
• Skiing gloves. There are many brands out there -- Yoko, Saranac, Swix, Lill-Sport or Pearlizumi. They usually have a waterproofed leather palm for grip and an insulated back and fingers for warmth. You might find downhill ski gloves too warm as they usually have insulate palms as well. Make sure the cuff is long enough to keep the cold and snow from traveling down your wrist.
• Hat. Again, I find Windbloc fleece works better than any other hat I've owned. When going down those long hills it keeps the wind from chilling your head (which is usually sweating from that long climb you just finished) and the fleece helps keep your head warm. 
• Socks. Any sock will do that fits inside your boots and are NOT cotton. Luckily, most modern xc ski boots have some sort of insulation in them and can keep your feet reasonably toasty.
• Sunglasses. New snow has a reflectance of close to 97%. Sometimes it can be so bright it hurts. Bring good sunglasses (get an anti-fog cloth for your glasses). While you are at it, don't forget the sun block -- kind of like sunglasses for your skin.

You will notice I tend to use Pearlizumi clothing. I like it because it also works great for cycling and running. But there lots of great brands out there, Hind, Sportif, XC Sporthill, etc. Above all, you will notice I do not wear any cotton items. For you first timers, wear ANYTHING BUT cotton. Cotton is known for its comfort -- until it gets wet. And wet clothes in cold weather can not only be real uncomfortable, but downright dangerous. Fabrics like polyester or polypro don't hold onto moisture but tend to wick it away from your body so you stay drier and warmer. Don't wear cotton sweatshirts, jeans, pants, jogging suits, sweaters, etc. Root around in your closet to find some old polyester or wool clothes. Head to the local thrift store to find some deals on non-cotton clothing you can use for skiing.

And when it comes time to start buying new clothes for skiing, consider bike shops. I find cycling clothing works great for us nordic skiers incredibly well. And don't be shy about shopping the internet -- there are lots of great deals out there if you are willing to nose around a little.