One of my main reasons why I don't ride in winter is that I just can't figure out the right way to layer. I always get rather unpleasantly cold. Can't avoid sweating due to the nature of the activity and the cold wind generated by moving fast just chills me down. So I end up riding in cold sweat. All the sweat wicking fabrics and windproof layers just don't help much. I'm always riding in cold sweat.
I find that the key for me is to not start sweating. If I'm starting to sweat, I'm wearing too many clothes, so I take a layer off.
If I dress "correctly", I am rather cold when I start and am on the verge of sweating when moving.
I find it's easier to start my ride with an uphill that gets me warmed up.
I also quite often put a layer back on during long descents.