Depending on where you are, Winter can mean vastly different things. I live and hike in the southeast, mostly in East Tennessee, West North Carolina, Southwest Virginia, and North Georgia, so my winter extreme is say 0*, so take that into consideration when you read my advice. I also tend to be cold natured.
I have found that while hiking, I am fine down into the 20's with just a mid weight wool baselayer, supplex nylon pants, smartwool adrenaline socks, and trail runners. I wear a 100wt fleece hat (taking it off to regulate temp), MH power stretch gloves, and a windshirt when needed.
In camp, I change into LW Capaline tops and bottoms, Patagonia R1 top and bottom (I take them, because if I can hike in them if need be), and MontBell Thermawrap Pants and Jacket(I want to replace them with the down versions), and put my raingear on top of that. I also have a Mont-Bell Alpine Down Jacket, but it rarely gets cold enough here. I wish I had bought the Alpine Light Parka instead. At camp, I wear a heavier windproof fleece hat or balaclava, and wear a dry set of power stretch gloves and fleece mittens on top of them.
I have used the Mont-Bell Thermawrap Jacket for four years, and take it on most of my trips. While the synthetic insulation might not be quite what it was when I bought it, the shell material looks brand new. My point is, that stuff is much more durable that it looks/feels.
I don't see a lot of snow, but I haven't found a use for a soft shell. (I can see there usefulness in snow)
I prefer down sleeping bags. Insulating garments are a toss up, but down is lighter and warmer, just dont get it wet.
I didn't do this graph, Richard Nisley did, who is the forum authority on garment warmth ratings, measured in clo, but I thought you might find it usefull. It shows the relative comparative warmth between some garments: