I had a coworker mention that a rookie mistake is to put on all this stuff on your feet first as you are traveling to the game, and your feet get super sweaty, and then when you get in the cold that's when it gets you. So if you are traveling in on the train or whatever, save the extra layers until you are about to get in the cold. And yes, some sort of plastic layer over the warm layer is a must. When I go running in 0 degree weather, I run with plastic bags over my gloves and it works like a charm.