Yes, I would choose clothing differently for an actual temp of 0F (with no wind) and a wind chill of 0F.
At 0F, no wind, I'd have more insulation but less continuous wind-blocking layers.
At 0F wind chill (20F blowing 20 mph?), I'd have a bit less insulation but good a good wind shell top and bottom. Also, I'd have a better sealing hood and probably a neoprene face mask. Whereas with no wind, a simpler hood without a face mask would suffice.
Consider, however, that a wind can come up. Where I am, there is a large marine influence, so if it is -20F, there can't be any wind. And if it was -20F and the wind came up, the temps would rise markedly. But in inland locations, you can get wind without a temperature increase and you need to be ready to respond to that.
Under a good wind shell, you are somewhat immune to the wind-chill effects. Not completely, but mostly. But as wind increases, gaps at the cuffs, waist, collar and any bare skin of the head/neck needs to be addressed.
Humidity definitely effects me in the tropics - and I factor it in to clothing and what level of exertion I can manage. Read up on "heat index" (the reverse of wind chill) for info on that.
But in winter, at home in the Arctic, no, I don't factor in humidity. The absolute humidity is low if the temps are low, so any air that gets into my clothing will have low RH when warmed by my body. That actually makes clothing choices easier because non-wonder-fabrics (cotton, wool, silk) dry out if you are perspiring. Much better, though, is to adjust clothing BEFORE you sweat so you don't soak the clothes in the first place. The more I remember the Inupiat concept of "never sweat", the better any clothing works at sub-freezing temperatures. Another traditional approach I come to appreciate is tunnel hoods and a fur ruff. It creates a region of still area in front of your face that I prefer to googles and face masks fogging up and getting coating with snotsicles.