I'll start this thread off with my advice, but please feel free to jump in with yours.

Colorado's fishing season is year round. I don't like doing it when the temperature is below freezing as having my line freeze in my rod guides annoys me. I do enjoy the lack of crowding that winter fishing provides. The catching is reduced by fish lethargy. They don't eat as much and you pretty much have to bump their noses with the fly as they won't move for food. But they are there and they are feeding and you can catch some great fish in the winter.

The trick is staying warm and well geared. Here are my tips on that.

Keep your head and ears warm. I prefer a hat with a brim to keep the snow off my eyes and neck, accompanied by an ear covering. But a good watch cap does fine when it is not snowing.

Breathable waders will keep you warmer than neoprenes. I think it is the extra insulation that comes from the air inside these more baggy waders.

Do not wear cotton! It absorbs your perspiration and eventually chills you. Stick to synthetic, wool and silk breathable fabrics. Swimming trunks are way better than cotton underpants if you don't own breathable underwear.

Layer like crazy! But only with the right fabrics.

Your outer layer needs to be breathable, wind proof and waterproof or water repellant.

I don't like neoprene gloves. I prefer fingerless wool gloves. If it is really cold, I will wear disposable latex gloves under them. But I usually just pack in a second pair of wool fingerless gloves.

I've come to really appreciate rubber-soled wading boots in the snow. Felt soles turn into "platform shoes" that take up a lot of energy moving around. Consider going up one size for your winter wading boots. The extra pair of socks, or just air space, makes a big difference.

Have a set of dry & warm clothes back in your vehicle, along with a bath towel. They can be lifesavers if you take a spill in the water. I take along a heavy duty sweat suit for this.

Jump in, folks!