Make sure to layer your clothing. The more layers you wear, the more comfortable you will be outside. Keep a scarf wrapped around your neck to keep cold drafts out. Don't forget about your ears too. They can get frostbitten if you don't keep them covered in the sub zero temps.
Warm hands will mean a warm heart. Keep your fingers from frostbite by wearing mittens. They keep your fingers warmer. But if you opt for gloves make sure they are wool or lined with materials designed to insulate for added warmth.
No matter what city you are in, this time of year temperatures are sure to be colder than normal.