There's really two theories to follow. Some people like a jacket that
is just a shell to block wind and water. Typically you'll want to wear
fleece, wool or some other insulation under the shell. For next to
your skin synthetic long underwear helps you feel dry and cozy...
avoid wearing a cotton t-shirt or jeans... it can get soggy and just
not fun.

The other theory is to get jackets/pants that are insulated, and so
you don't have to wear much underneath them. This may end up being a
little less bukly, but you lose the ability to switch out layers to
match temperature. Where I am we have a long and warm spring skiing
season, so by May I'm just wearing the shell with a thin synthetic
shirt underneath. With built in insulation in my jacket or pants I'd
die.

There's really no good way to describe how warm a jacket or fleece is.
A lot of places will list a weight like 100, 200, or 300, so you can
guess if you're familiar with how warm those versions of polartec
brand fleece are. But mostly you should just go try stuff on in a
store. Find what you want, then find it cheap online somewhere.

Ohh... and I have yet to hear anyone who didn't love bonfire.