Same advice as I'd give cold weather hikers: layers. I LOVE a kilted hike during the winter. Many of us who life in the lands of 4 seasons either learn to enjoy the cold and dark half of the year or it makes us nuts.

A 'tank' of course will always work well, but not many of us have an expensive 16oz. wool kilt to smash about in. SWK heavy weights or similar kilts do fine. I don't really wear anything heavier and 13 oz. myself. For hiking I tend to stick to my SWK standard weights. On VERY cold days I'll slip a pair of hand -made (cut) kilt-johns on, two pair of socks, layered tops with a heavy wool commando sweater on top and I'm usually roasty-toasty.

I've learned that life is too short and winter too long not to kilt up and get out there and it enjoy it.