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Layers are the way to go.
Good boots, preferably waterproof if you'll be in the snow a fair amount. Definitely good so you have better grip on snowy/icy ground. Thin "liner" gloves and thick waterproof gloves to go over those. A warm hat that covers your ears (I really appreciated my trapper hat when I went to Tromsø).
Avoid cotton. Cotton is horrible at insulating if it gets wet, as opposed to wool which can keep you warm while fully drenched.
Just to add to this: Get boots with removable liners and at least one extra pair of liners. If you have a warm pair of boots, your feet will sweat if you're active and they will get cold no matter how good the boots. Having a dry pair of liners and a dry pair of socks to change into will make your feet warm and happy. Also, remove layers before you start sweating. You'll be cold for the first little bit but staying dry is the key to staying warm.
Good idea, but again: wool socks will stay surprisingly warm even while wet.
If you're in the arctic circle long enough, it helps to have many options though.