Expect to adjust your clothing and remove and replace layers as conditions and your heat output change.
Gloves and mittens
Claw gloves are great (3 fingers), finger gloves for warmer weather and better pole grip, mittens for really cold temps with thin finger glove liners if needed
Sunglasses if it is bright sun on white snow, clear lens at night.
Sometimes a hat is too much, but ones ears still need protection from the cold. Light ski earmuffs or a headband that covers all of your ears can be handy.
If your ski boots pinch your feet your feet will be cold. You want a fit that is snug, but not squeezing.
Long underwear (inner layer for legs and torso)
Silk or synthetic top & bottoms. Usually a thin, lightweight layer will do. On colder days, go with a heavier layer. On warm days you may not need an inner layer on your legs. Remember, you are going to make a lot of body heat, and adjusting your clothing by removing your underwear is awkward and time-consuming. Some synthetic fabrics are good at absorbing moisture away from your skin so you don't get chilled when you sweat.
Middle Layer for torso
A layer of a heavier polypropylene on the top half so you can peel it off if you get too warm. Preferably with a half zippered front so you can regulate your body heat.
Fairly windproof and water resistant. You'll want them to be easy to move in and lightweight. Heavy insulated pants should be saved for the coldest days (on your personal scale).
Windproof, breathable or polypropylene (optional depending on temps). On warmer ski days just a middle layer and vest should do it.
Thin breathable jacket, preferably with a zippered front so you can regulate your body heat. A hood can be really sweet on cold days.
Water bottle and holster/carrier
Keeping hydrated is a must in any weather!
Neck Gator, buff, or balaclava
Crucial on cold days - thin, lightweight and protects your chin and neck
Windproof briefs (boys)
An essential item for practice and races to block the cold air...need we say more?
Wear wool, silk, or synthetic clothes say NO to COTTON - THE COLD KILLER.