Waterproof / windproof jacket and over trousers (breathable fabric recommended but not essential)
Wet is the enemy of warmth, so decent waterproofs are essential to keep you dry. While it is highly recommended that both tops and trousers are of a breathable fabric such as GoreTex or EVent, don’t worry if they’re not as even some sort of  breathability such as chest or hip pockets will act as venting and allow your sweat vapour to escape, otherwise you’ll have the potential of being wet from the “inside out” as condensation builds up on the inside.

Warm inner base layer (not cotton!)
A sports type base layer of moisture wicking material works best such as a sports jersey, jogging or gym top. This will help evaporate off any sweat and stop you feeling the chill when you stop. Cotton is best avoided as it traps moisture and hence doesn’t allow this to happen and when damp, stays damp!

Mid Layer / Warmth layer(s) i.e. fleece/shirt/sweater.
It is better to wear several relatively thin layers than a single thick one so you can more easily adjust your temperature. The Mid Layer absorbs the moisture from your base layer and generally this layer can be wool or fleece which both stay warm when wet, fleece being lighter and quicker to dry. Like the base layer, various fleeces are available to suit different seasons or activities. Micro fleeces are very popular as are windproof fleeces which have the advantage of keeping a chill wind off the body. All are available in crew or zip top neck, this is a personal choice, and fleeces with zips allow more temperature control than crew neck types.