You would need something other than a thermal suit too. Thermals are ok on snowmobiling, sleigh rides, ice fishing etc. but really not practical to wear during your "leisure time" and too hot and unbreathable for any physical activities - if you plan to go skiing for example or just plain tobogganing.
Ski jacket and ski pants would be perfect. You wouldn't stand out from the crowd either. We like to dress practical too, so there's lots of ski jackets and ski pants on the street.
For clothing in cold temperatures no amount of layers will make you warm - they just offer variable level of insulation. As the only source of heat is your body, the best practice of keeping warm is to keep moving. Even when sitting in a sleigh you can always move your toes and fingers. If you feel cold, just jump around for a couple of minutes. Chicken Dance!
Good practice to take an extra pair of base and mid layers with you - not that you should put them all at once, but to have have a dry pair ready in case you have been sweating the whole day.