The thermometer may say it's freezing, but you'll still work up a sweat outside. The key to staying comfortable: Dress in layers. Start with a material that wicks away moisture, such as polypropylene; add an insulating layer (like fleece); and top it off with waterproof or water-resistant coat, gloves and hat. Don't opt for cotton; it absorbs moisture and you'll be a cold, sopping mess in no time. Sport shades and slather on sunscreen if there's even a hint of sun, and especially if there's snow on the ground: That white stuff reflects and intensifies harmful rays.