[btimbit]

Here's what I did up in the Arctic. Might be overkill for Calgary but the ideas apply

Layers are your best friend. Best to be able to add or remove warmth as you transition between standing around, working hard, or when the sun pokes out for a bit then suddenly goes away.

Legs:

Thermal underwear/long John's
Sweatpants
Insulated work pants (I had some carrharts that worked great)

Feet:
Thermal sock liners
Thermal socks x2
Cold weather boots + extra liners (one place you do not want to try and save money. Get the best)

Mid section:
Thermal undershirt
Sweater/hoodie
Double layered cold weather jacket w/windbreaker

Face:
Toque
Mask/balaclava. I had a half mask that I could pull down really easily ad my mouth gets warm. Some people want more warmth and get a full mask. Just make sure it covers your cheeks and nose and you should be good.

Hands. This is the hardest part, what I was doing required some finesse and couldn't be done with big gloves. Assuming most construction jobs would be the same. Get a few different pairs of gloves, lots of thermal hand liners if you can, you'll probably go through a few styles/types before you find one that works best for your work