I have used silk sock liners and they did nothing for me. Windblock is my best friend so I own everything windproof and wear whatever is needed for a given temperature. Wearing what is needed comes with experimenting to see what keeps you warm. I know if it's below 25 degrees, I wear all windproof...tights, gloves, heavy winter boots, true winter/windproof jacket. If it's 35 or above, I wear regular tights, 2 thin to medium base layers, windproof shell (thin, windbreaker material). If it's above 55, I know I can wear shorts, but what I wear on top is designated by the amount of wind. The only thing I don't own that's windproof is a hat. Milder weather gets an earband, colder gets fleece beanie.
So, my main winter arsenal consists of:
Pearl Izumi softshell (a bit thicker like a fleece, windproof. not that the name matters...get whatever you like)
Pearl Izumi vagabond (windbreaker type material)
Regular tights
Windproof tights (on the front)
Lake winter boots
Lots of different synthetic base layers
Oh, and a few Craft windblock shirts - they are good for when I don't know what to wear, want to dress light, but want some wind protection. Perfect for the 50 degree day with knickers, and a short sleeve jersey on top.
Experiment, but wear synthetic or wool! Bye-bye cotton! Hope this helps!