What with base layers, fleeces, soft shells, water-proofs i usual end up looking like the mitchelin man walking up the hill!
That suggests to me you may well be wearing too much. Often the case that less is more, at least if it's the right "less".
The trick is to have on the minimum you need to stay comfortable, also bearing in mind that as long as you're moving (and particularly ascending) you'll generate a fair bit of heat and will need less on.
I usually start wearing less than those around me, but soon warm up and am happy by the time they've warmed up too much and have to stop to de-layer having all got a bit clammy. Start in relatively little and see if the action of getting started is enough to get warm: if not you can add a layer but at least you haven't filled your clothes with sweat. Losing a layer before a particularly stern climb is often helpful, as if you've been at a happy teperature on gentler stuff you'll almost certainly get warmer as it gets steeper.
Windproofing is generally a good thing, but not always. Wind can provide a useful degree of active cooling, and I find it's often the case that something windproof enough to takle the sting out of the wind is preferable to something that blocks it altogether.
What to wear is very conditions dependent, and "winter" covers a huge amount of possibilities. But if you start light and err on the side of not enough then it's a lot easier to get comfy again with an addition because you won't have sweated your way to a conclusion you've too much on. It varies from folk to folk so you can't put too much store on what the next chap's using, but the only reason to look like a Michelin man is when you've stopped for a break and put everything on.
Waiting too long to put a waterproof on... well, I think lots of us do that, even with plenty of experience!
Pete.
Edited: 09/03/2009 at 10:52