Working in the public realm in Nordic countries in the winter equals freezing. Building of our dance installation project Tanhu is well underway to pemiere 5th Jan in Turku and it has meant days of working outside. I've become bit of an expert (I'd like to think) in preparation for these conditions and my top three advice would be:
1) Layers
several layers of clothes trap air between them and insulate, and you're able to remove some of them if you get too hot moving
2) Hand and toe warmth
the moment your extremities get cold everything becomes miserable. It's worth investing in good gloves and warm socks (or several, see: layers)
3) Warm headquarters
no matter how much you're wearing, if you're not moving enough you'll get cold. Make sure you've got access to somewhere indoors close by where you can thaw and have a cuppa