Now that you've gotten lots of input from warm-blooded men, here's another shivering female! EDIT--oops, Lori got ahead of me!
Here's what I take for insulation when I expect weather down to 20*F or a little colder:
Tent--mine is a Tarptent so it is breezy! I'd rather have a little breeze than condensation, but it does help to pitch it behind some kind of windbreak, such as a thicket of trees. As with any single-wall tent, pitching it under a tree but not in areas close to water nor in areas lower than the surrounding terrain avoids condensation. This also avoids the coldest air, which of course, sinks!
Sleeping bag: Western Mountaineering Ultralight, 20*. At my age, I have to get up several times per night. I've found that if I snug up the draft collar when I get back in, I soon warm up. I've been down to 18* in it, wearing vapor barrier clothing (nonbreathable rain gear), wicking base layer underneath and my Montbell UL Thermawrap on top. I did get cold on the 18* night, but that was because I was trying to use a NeoAir with a thin supplemental pad--I was shivering underneath and almost sweating on top! Any colder, I'd want a warmer bag, like the WM Versalite.
Pad: I tried a NeoAir for a while, found it uncomfortable and, above all, COLD! (See previous paragraph.) I would not use one below freezing again without a 3/8" to 1/2" CCF pad with it, which definitely eliminates any weight savings over an insulated air pad. My POE Insulmat Max Thermo (predecessor of the Ether Thermo 6) will take me to the mid-20's F. Below that, a torso-length piece of 1/8" Gossamer Gear Nightlight Pad seems to do the job. If I were winter camping, I'd want a down-filled mat of some sort, and I may yet get one. Being old, I need all the cushioning I can get to relieve the pain of arthritic joints. Do consider a warmer pad before trying anything else!
Base layer: I also use it for sleeping. In summer, Capilene 2. In shoulder season or in the high Rockies, I take Capilene 4 bottoms because they're a lot warmer in an area where I need it (it's often my hips that get the coldest).
Hiking shirt and pants--normally nylon (repels bugs better). I normally do not sleep in these, in order to keep the sleeping bag cleaner. When it's not buggy, my base layer top becomes my hiking shirt, in which case I wear it to bed, but normally something over it, such as my wind shirt.
Montbell UL Windshirt. Normally enough to keep me warm while I'm actually moving. I try to keep cool enough not to sweat while I'm hiking. If it's really cold and windy, I will put on underneath it my
Lightweight fleece (Montbell Chameece, lovely cuddly stuff) vest.
Montbell UL Thermawrap. This goes on over the other stuff the instant I stop. It's important to get the extra insulation on right away when stopping, before you get chilled.
Rain gear. I use nonbreathable silnylon rain shirt and pants. That's because I seem to sweat just as much inside breathable gear as nonbreathable. If it's warm, I leave the rain gear off and just get wet (my body heat will dry shirt and pants in 15-20 minutes anyway, and I put on the rain gear when I stop). If it's cold, it doesn't seem to matter; it's more important to have the bare minimum insulation underneath so I don't sweat inside while I'm moving. Best of all, this gear acts as a vapor barrier suit--I wear it over my base layer inside the sleeping bag when the temp is below freezing, to prevent condensation of body moisture on the inside of the outer shell of my sleeping bag. Everyone seems to have their comfort zone for a vapor barrier; for me it's about 35*F while others report the sauna effect at 0*F. If I need more clothing inside the sleeping bag, I put it on over the rain suit so it won't get damp from my body moisture.
Hat: Manzella polypro fleece balaclava. This goes on first if I get cold. If it's really cold at night, I put it over my mouth and nose to warm the air I breathe while sleeping. It dries almost instantly in the morning and means less condensation from my breath on the sleeping bag. While moving, I often wear an insulating headband instead to regulate my "thermostat" so my body doesn't get sweaty.
Gloves: The problem with warm gloves is that you have to take them off all the time to do anything, such as lighting your stove. I've found I'm better off to wear a thin pair of polypro liner gloves--I can keep them on and my hands get less cold. I have a pair of MLD rain mitts to wear over the top when it's wet or windy.
Socks: For longer trips I take two extra pair of Smartwool socks besides the one I wear, and try really hard to keep one dry. I also take a pair of fleece sleeping socks, which are nice and cuddly. The wool socks I try to keep clean and dry supplement the sleeping socks or can be used as mittens, whichever is appropriate.
I also take 2-3 pair of plastic bags from my supermarket's bulk bin department (slightly sturdier than the normal produce bags) to wear between socks and shoes when it's wet to keep my socks as dry as possible. They're really helpful when traipsing through wet grass on cold mornings! I normally don't use them on the trail, just around camp.
Suggestions (some of these repeat what those warm-blooded guys have told you):
Start with your tent site--behind a wind break if possible, not in low-lying areas if at all possible, under a tree if possible (check for "widow makers"--dead branches--first!). Remember that a tightly closed-up tent will have more humidity (i.e., condensation) inside, making everything wetter inside and causing your insulation to deteriorate faster.
Put on your warmer insulating clothing on the instant you stop, before you get out snacks, water, etc. You've probably gotten good and warm while hiking; try to conserve that all heat when you stop. Put a hat on first; even if your hair is long and thick you're going to lose heat from your head more quickly (lots of blood vessels close to the surface).
If, during the day, you get what we in the Northwest call a "sun break," stop and air out your sleeping bag and insulating clothing.
A hot cup of tea can work wonders; so can a candy bar. Consider boosting the fat content of your dinners (most dried or freeze-dried foods are almost fat-free) with a tablespoon or two of olive oil mixed in. Nuts and dark chocolate are excellent (high in the good fats). Also, keep hydrated--it's just as important in cold weather as in warm.
If you get chilled while sitting around, get up and do a really brisk hike or calisthenics for about 10-15 minutes to rev up your metabolism and get warmer. If you're wandering around looking for the perfect sunset view, do it briskly! Do the same just before you go to bed, so your body is producing extra heat to warm up the sleeping bag. Rather than sitting around talking after sunset (unless you have a campfire), lie around zipped up in your sleeping bags for evening chats. A "sit pad" helps when you're sitting.
Try a warmer sleeping pad--cheaper than a warmer sleeping bag!
Most sleeping bags aren't nearly as warm as they claim. For example, I had a 30*F (supposedly ) Marmot Hydrogen and started getting cold at 40* in it. Below freezing I was cold even with all my outer clothing on! Western Mountaineering bags have the reputation of being more accurate, if not more conservative, in that we cold-blooded females can trust the temperature rating or even go a little below. IMHO, most of the ratings by US manufacturers are pure fiction. If your bag is rated by EN 13537 standards (http://www.europeanoutdoorgroup.com/downloads/sleeping-bags/EN13537%20Information%20For%20Retailers%20Jan%2005.pdf), be sure it shows the "comfort" rating (supposedly for women) and assume that rating is 5* overstated (i.e., if it's 15*F, figure it's more like 20). Often when a single EN 13537 rating is shown, it's either for men or, more likely, the rating that may or may not keep you from dying of hypothermia!
So far, I've been plenty warm enough in the baselayer top plus vest plus wind shirt plus Montbell UL Thermawrap, plus rain gear over all if it's windy. It really helps having the heavier baselayer bottoms! I've been eyeing the Montbell UL Thermawrap parka (more insulation) or the Montbell UL Down parka (more insulation and as light as the thinner Thermawrap). Either of these (or something with similar insulation and total weight) might work better for you. Insulated pants (synthetic or down) plus really lightweight base layer bottoms might also work better for you than the heavier base layer bottoms that I use.
I'm not too sure about the body fat thing, unless you're underweight. I have, shall we say, quite ample hips, and that's where I get the coldest!
I hope this helps!