Canadian Winter Cycling Apparel
I wear MEC Roubaix Tights down to about -15 and they work quite well.  The fronts and backs are different material, so they block the wind, while still allowing your legs to dissipate some of the heat.  They aren't so great in the wet, because the backs aren't waterproof, but once the temperature drops below zero, that usually doesn't matter. Although if you have fenders, you might not have to worry at all.

That jacket looks good. You probably want to wear another layer or 2 or 3 underneath. I find that it's all about using lots of layers.  Lots of thin layers can keep you warm, while still allowing for a lot of mobility.