Here is my cold weather set-up for winter steelhead fishing;

Non Tackle Items:
- 3mm or 5mm booted neoprene chest waders
- Wool fingerless gloves
- Wool hat (wide rimed hat w/ ear flaps if raining)
- Fleece pants (REI or Northface)
- Thermal t-shirt
- Fleece pullover
- Loose fitting raincoat
- Pocket hand warmers (chemical type)
- Terrycloth hand towel or two
- Small pocket flashlight
- Clip-on flashlight or head lamp
- ** energy / protein bars or trail mix
- ** Bottle water
- Small first aid kit
- Filet knife

I like to use a backpack to haul my tackle and accessories. It is much more comfortable for a long walk, and makes fishing more comfortable (less fatigue) vs. a vest that you wear 100% of the time.

Best of luck!
SA