This depends on how cold, and how physical the labor is. The more physical the labor is, the less you’re going to want to wear (in general), because movement and exercise is going to keep you warm.

But, here’s a basic guideline.

First, no cotton. Full stop. Cotton will absorb mater, and then loses it’s ability to keep you warm. Jeans are an absolute non-starter in really cold weather. Leather is okay, but absolutely must be oiled and sealed against water (I’ve been experimenting with a beeswax and neatsfoot oil combination that seems to penetrate pretty well when applied with heat, but that’s more work than most people want to do).

Second, layers. Generally speaking, you want a wicking layer right next to your skin, insulation layer(s), and a waterproof/windproof shell layer over everything. Polypropylene long underwear is the normal technical choice for a wicking layer, and you can get polypro sock liners and glove liners as well. Wool should be your go-to choice for insulation layers; it has the fairly unique property of keeping you warm even when it gets wet, particularly because it’s really hard to get wool ‘wet’ (because wool is hydrophobic). Gore-Tex is gold-standard shell material; it gives you some level of breathability (e.g., allows sweat to evaporate out) while preventing water from getting in and keeping the wind out. With a good shell, you should be able to open vents to cool yourself down if you get too warm (and definitely cool yourself down well before you start feeling sweaty!) Goose down is great at keeping you warm, but does lose it’s loft–and insulating properties–when it gets wet. Depending on what you’re doing, you may want abrasion-resistant panels on your shell layers, as Gore-Tex isn’t as durable as, e.g. 1000D nylon pack cloth.

For boots, the US military ‘Mickey Mouse’ boots are pretty great. They’re several layers of rubber sheet, with wool felt insulation. You want to get them sized up a little so that you can get a liner sock and full cushion wool hiking socks in. All leather ankle-height hiking boots (Sorrel used to be one of the top choices, I’m not so sure any more) with lots of oil/wax based sealants and gaiters is another good choice.

As far as hands go, the same basic principles apply; a lightweight liner, a heavier insulation, and a shell layer. Generally speaking, you want mittens rather than gloves. If you must have gloves, then shooting gloves or lobster claw gloves are better than gloves that separate all of the fingers.

You’ll also want a good scarf–again, wool–and a long hat or balaclava, covered by the hood of your shell layer. The downside to a balaclava over a hat is that if it’s cold enough, your breath will freeze in the balaclava, leaving you with icicles hanging on your face.

This is what I’ve worn when I’ve done multi-day camping trips in the mountains in -20F weather. I’ve made mistakes–like choosing boots with different insulation, which kept my feet wet for three days straight–and the mistakes were painful. Poor footwear choices when bicycling at -20F has meant that I’ve had frostbite in my feet–not severe, thankfully, but incredibly painful as they thawed out.

EDIT As a final note - avoid anything that’s really constricting. Your wicking layer should be against your skin, but not tight. Anything that restrict blood flow is going to be a risk to developing frostbite. Shoes that are comfortable without heavy socks are going to be too tight with them. Depending on what you’re doing, you may need to make compromises. For instance, if you’re doing roofing, you’re probably going to have to get cotton, because that’s what Carhartt is available in, and you probably don’t want to be wearing $500 Gore-Tex shell pants for that.