Dress warmly in MULTIPLE LAYERS:
BASE LAYER of synthetic material [like Dri-Fit] that wicks perspiration away from your body and keeps you dry
WARMTH LAYER of an outer shirt plus a fleece or light jacket or WOOL sweater to keep you warm
OUTER LAYER to protect you from wind and rain - this can also be a big puffy jacket, but only if you have the inner layers
It's better to have many layers that equal one big puffy layer
MAKE SURE you are wearing warm and water-resistant shoes and LOTS of extra socks and an extra pair of shoes.
GLOVES and a WARM HAT (or even two; if you get cold at night easily wearing a wooly hat is a great solution).
BRING A LAWN CHAIR or some sort of portable stool that you can sit on for meals
If you're camping out, bring one (or more) sleeping bags. Putting one inside the other is a great way to increase warmth. You should have a ground pad to sleep on top of, but if you don't, bring a blanket (wool is best).
HOW TO DRESS IN LAYERS (from REI)