I'd suggest you try getting better winter clothes. I mean, as cool as it would be to be able to turn into a viking every winter, that's just not an option. Before I got money for proper snow gear, I used to get my winter clothes from the military surplus store. The Italian military issue wool blankets are famous for being some of the best milsurp blankets in the world, much better than most of the American ones, which are a poly-wool blend that varies by region. Of course, the American ones tend to be more affordable.
M-65 field jacket variants are all over the place, but be very careful where you get them from. There are some that are made for civilian use that are only "military style" that not only are usually lower quality than the real deal but a lot of them are way over-priced. I got a real military surplus M-65 jacket with the cold weather liner for $5 at a local thrift store. The fake ones can go for as much as $200 for some reason...
I used to wear a cold weather helmet liner as a winter hat. It was nice and warm, but it did make me look weird.
Long underwear are excellent for cold weather conditions. I believe that everybody should own at least a couple sets.
Staying dry is very important to staying warm. I spray down some of my clothes with silicone waterproofing spray. While it works nice for a while, eventually you will need to reapply it. I also keep a small compression pouch in my bag that contains some thin Frog Toggs I got for $20. They're very lightweight and portable and if it starts raining while I'm out I can just throw them on over whatever I'm wearing.
Remember that steel toed boots get chilly in the winter. If you wear leather boots, they should be insulated because anything cold on the outside of the boot will sap the heat from your feet. Muck boots are really nice, but they're also rather expensive (too much for me at least, but if you have the extra money for them, more power to you). I find that a modest work boot and some nice thick socks generally does the trick. Some varieties of combat boots work better than others as most are designed to function in a specific climate. Do your research before selecting a combat boot for any application.
Wool is your friend. It's very warm and repels water far better than many other common materials. I got a pair of Wool gloves to wear for Hunting and they're better than anything I've ever used before. While wool products can be expensive, wool thread is often quite affordable. There are lots of online resources you can use to learn to knit or crochet and save yourself some money if that's a concern for you. If you find that a wool garment is itchy, there are all sorts of tricks and products available to alleviate that, but many people have found that just using a ton of fabric softener on it does the trick.
I hope that you found some of these ideas helpful.