My approach is go cold, pack warm. I dress as lightly as possible, and carry extra clothing with me. When I get to my blind or stand, I strip, put my sweaty clothes into a plastic bag and put on fresh, dry waffle-weave underwear, thick shirt and trousers, coveralls, boots, gloves and hat. The last thing you want on a stand is sweaty, damp clothing slowly cooling you down.
I carry extras, like a down vest, wool glove liners and so on, so that I can add more as needed.
I like at least two wool hats, the kind that cover your whole head and neck, with eye holes. About 70% of heat loss is through the head. I get mine with thinsulate insulation.
I buy hunting boots. Unlike hiking boots, hunting boots are made for sitting still and azre insulated with thinsulate. I get them a couple of sizes large and fit them while wearing at least two pairs of thick, wooly socks and make sure they fit loose -- tight boots reduce circulation and make your feet cold. I also have a pair of Boot Blankets -- big things like sleeping bags for your feet (you can put them on over your boots.)
I also have a gallon milk jug on my stand or in my blind. Little bladders only hold so much, you know.
A good hunter is a patient hunter. A patient hunter is a warm, comfortable hunter.