What do I wear?
Activity in XC is somewhat more constant than downhill, with its' `ski then sit on a lift' cycle. Depending on how heavily you are dressed and how much you are exerting yourself it is possible to generate prodigious amounts of body heat. Even on a cold day, this is not quite the pure benefit that it might seem. With sufficient heat comes perspiration, and either through damp clothes or evaporation, this can chill you thoroughly. Getting wet while skiing almost always means getting cold, so staying dry is a big part of staying warm. This means that moisture you generate through perspiration must get out, and rain and snow can't come in. Unless you are racing or really like cold weather, this usually requires dressing in 3 layers, described below.
This is `long underwear' that you wear next to your skin, and its purpose is to transport (wick) moisture away from your skin and to the outer layers of clothing, so that you stay dryer from the inside out. In order for this to happen, these fabrics must not absorb much water and trap it (like cotton and wool do) but instead mostly allow it to pass through. Clothing for this layer is made from fabrics with names like polypropylene, Capilene, Thermax, Coolmax, MTS, etc. This layer of clothing is common to many winter sports, so almost any downhill, snowboard or nordic ski shop will have this sort of clothing. Some bike shops may also carry it in the fall and winter. Two items in this category that are often overlooked are liner socks and liner gloves or mittens made out of wicking materials, which will help your hands and feet dry and warmer.
This layer is supposed to trap and retain some body heat, as well as transport moisture from the wicking layer to the outer layer. Because cotton loses its insulating ability as soon as it is wet, cotton clothing is a bad idea for this layer as well. Natural fiber garments for this layer include sweaters and vests made out of wool or goose down. Wool is superior in some ways in that it retains its' insulating ability even when wet. A wide variety of synthetic materials are also available, including several weights of Polar Fleece, and the Koch XC line of clothing using the 3SP fabric (a very densely woven mixture of spun polypropylene and Lycra) from Sporthill in Oregon. An upper body garment with pockets, a hood, and optionally a zipper is much more versatile than one without any of these, and can double as an outer layer for spring skiing and a jacket at other times of the year.
This is the outer layer, and one of it's functions is to `breathe' or let moisture from the inner layers escape to the outside. The other function is to keep wind, rain, and snow from coming out. The most breathable garments are uncoated nylon shells, but these also are the least weatherproof. The most weatherproof garments are things like rubber-coated raincoats, but skiing in one of these will make you uncomfortably hot and sticky in a hurry.
In the middle is clothing that strikes some sort of a balance between these two extremes. Some of the names you will see include Gore-Tex, Ultrex, Supplex, and Helly-Tech. The most expensive of these jackets and pants can cost hundreds of dollars and quite probably could keep you dry in a monsoon. Whether you will spend enough time in sufficiently extreme weather to make these worth the investment is up to you. However, given the importance of keeping your head warm and dry, a jacket with a hood can be quite a bit more useful than one without.
A thin pair of liner socks made of some wicking material underneath a thicker pair of heavier wool socks can keep your feetdryer and more comfortable than just the thick pair of socks alone. Just make sure to try on ski boots while wearing both pairs of socks, or your boots may wind up being too tight, and tight boots can result in cold feet due to reduced circulation. If you are prone to cold feet, then Salomon also makes an insulated boot cover that fits over your regular XC ski boot for an extra layer of warmth.
Most XC skiing doesn't require much fine manual dexterity, so it is a matter of what keeps your hands the warmest. I think most people prefer a good pair of inexpensive wool mittens, with equally inexpensive liner mittens underneath in colder weather. For really cold or wet weather, I use a pair of Goretex overmitts from Outdoor Research as the third layer for my hands. There are many companies that make ski gloves, so there must be people that these work for. Just make sure that you can still get your hands through the pole straps without too much difficulty.
Keeping your head warm and dry is one of the most important things you can do to keep warm, since most of the heat loss actually occurs at your head. In dry weather, a wool cap plus earmuffs may be enough. For really cold weather (< 10 deg. F.), a whole-head hood (a balaclava) may be what you need.