S.H.
In my opinion:
1. Winter Jacket and fleece scarf from Old Navy - cheap and warm
2. Boots and gloves - anything that says Thinsulate...I think can be found at Target or Kohls (pick boots that have rubber all the way around to at least the top of the ankle)
3. Snow pants from Target - cost $10 and worked fine
4. My son overheats really easy, so when he goes out to play in the cold I don't overdo the warm clothes! Just a long sleeve t-shirt and jeans or sweats are enough for him under his winter clothes.
5. A trick my mom did for us as kids: if the boots aren't doing their job keeping the feet dry, place the foot in a large freezer ziploc bag, pull it up over the ankle with the jeans shoved down inside, wrap a rubber band around the ankle just one time, then make sure the snow pants come down over it all. Then put the foot in the boot, continue to pull the snow pants down over the boot. Also, there is an elastic piece of fabric on the inside leg of the snowpants, make sure that part is inside the boots with the large, outer part on the outside of the boots. (Probably sounds really confusing, but after a couple times shoving kids inside all this stuff, you'll get the hang of it!)
6. Always make sure all children pee before getting snow pants on! lol
7. Always keep a large supply of hot chocolate on hand.
8. Have fun making your first snow man!!!