Okay. Here in Wisconsin in a typical year, this is the breakdown:
Early spring/early fall sport weights for outdoor wear
10-30 degree weather worsted weight
Anything below 10 degrees worsted weight and we layer with one of those magic gloves/small stretchy cheap gloves underneath to cut down the wind chill. No single weight yarn is going to be warm enough by itself, even superbulky.
0-minus 40 worsted weight, possibly two pair, and stretchy magic gloves. I don't like the superbulky myself because they get too hot. You end up taking them off because you're sweating too much. It defeats the purpose of gloves and hats. And they always get lost.
And that's my two cents' worth on the issue.