I hunted central/upstate NY for many years. Temperatures can change dramatically over a day's time, so layers are your friend. I started out with heavy insulated overalls and parkas but moved away from them in time. My gear now includes the following:
Moisture-wicking neoprene sock liners to go against my bare feet, covered by a good set of wool socks; I carry a spare set of dry socks just in case.
Depending on expected temps, either a pair of waterproof thinsulate-insulated leather boots (if I plan to walk a lot) or a heavier set of pac boots--for long time on stand. Don't get boots that are too tight; you will have better insulation if you have room to wiggle your toes.
I wear a tight-fitting long-sleeve compression shirt, like Under Armour's cold gear shirt; mine is a knock-off, but it does a good job wicking moisture away from my body.
Mid-weight long-sleeve polyester thermal underwear, top and bottom.
If it's going to be cold, I'll wear a pair of polyester fleece sweatpants under a pair of uninsulated gore-tex (or equivalent) camo pants. The sweats provide insulation and the gore-tex breaks the wind. If/when it gets warmer, I lose the sweats first.
Upper body gets a wool sweater over the thermal underwear; if it's really cold, I'll put a wool shirt on over the wool sweater--yes, that's four layers BEFORE a coat. Over that goes an uninuslated gore-tex parka ... and a blaze orange vest. If it gets warmer, I remove the wool shirt and sweater.
I wear polyester glove liners under insulated gloves with finger-mitt covers; I carry a set of dry uninsulated gloves and chemical hand warmers in my kit. The uninsulated gloves are for when it warms up, or as backups if my heavier gloves get wet.
Fleece neck tube for my neck that can be pulled up over my face as needed, and a blaze gore-tex had with fold down ear muffs.
I carry a military-grade poncho and insulated poncho-liner in my backpack; while generally intended for emergencies, the poncho liner has served as a leg wrap when sitting on stand on really cold days.
Where I hunt I often have to hike a mile or more to my stand. I strip down so that I don't overheat on the way in, and add insulating layers back on before I cool down completely from the hike. The trick is to stay dry; your own sweat can make you very uncomfortable when you cool down.
None of this has to be expensive top-of-the-line brand name stuff. Layers made out of the right material are key. Avoid cotton; it doesn't insulate well and it retains moisture. Polyester fleece and wool are best. Layer up if sitting on stand, fewer layers if still hunting or making a drive.