I assume you don't mean general comments relating to when/where/how to ride sort of thing so ignoring those, then mainly I get cold when things get wet and my temperature drops e.g. descending long hills, so my tips are mainly an extra dry layer (socks/base layer) that you can put on for said descents. Sometimes, I wear/swap the outer layer over to the inner (or vice versa) when I get to the top. I've never tried the heated things, so maybe I should by the sound of it, but as per the beginning, I change the when/where/how in the winter to avoid these sorts of things. In addition to Jack the Commuter's two pairs of gloves, I also have a ski mitten type thingy that i can put over the top of my gloves for the descent. Finally, if i'm getting cold on a descent, I just turn round, and start climbing again until I warm up, then descend again from there.
If you have cold induced asthma, then (assuming you haven't already) I would get it checked out for whether you need medication. Cold air makes my asthma worse, which is why I originally switched from running when i was younger, but nowadays I use both the medication and the buff. Maybe a buff would have helped old Wiggo avoid all his recent controversy!
I use running tights, as I find cycling tights too restrictive/unflexible. I recommend Adidas Techfit style which have an option of Climheat, though here, Climalite works all year round. Yesterday, it hit 20 in the afternoon. I climbed up to 300m with just a short sleeve base layer and long sleeve base layer (no gloves), and didn't put anything else on for the descent.