Think of clothing as your first line of shelter. It has to protect you from the elements. Obviously, you change your clothing depending on what the weather is; however, there are a few principles you can follow in all seasons:
Layering. Far easier to adjust to changes in temperature if you're wearing six somewhat warm items than one very warm item. In the first case, you can take off and put back on one layer at a time to keep your temperature about the same; in the latter, you're either very warm inside a big coat or very cold without it. When planning layers, think about ease of stacking; you probably don't want a really bulky base layer. And winter coats are (in my mind) overrated- wear lots of layers underneath and then a waterproof shell. You can always take off under layers and put the shell back on. These ideas lead to...
Moisture control. Rubber suits are uncomfortable because when you sweat, the water stays on you. That's bad if you're hot (because you don't get the evaporative cooling effect) and if you're cold (because you lose heat a lot faster if you're wet). You regulate your temperature best when you're able to get dry. Ideally, your clothing will keep you dry. This means that you need a waterproof layer for your outer layer to repel any water that might try to come in from the outside, and wicking or breathable layers on your inner layers to let the moisture you generate out. These ideas lead to...
Fabric selection. I've said it a hundred times and will say it again. COTTON IS A DANGEROUS FABRIC WHEN YOU'RE OUTSIDE. Cotton is an awesome fabric if you're inside and will never get wet, or if you're hiking for an hour on a sunny day with not a cloud in the sky. It's lightweight and breathable and easily dyed and made into cute clothing. However, as anyone who has ever been soaked wearing jeans knows, it completely loses any useful properties when it gets wet. Reportedly, the Yosemite park rangers call it "death cloth" as so many day hikers get into trouble while wearing it. Seeing as we're outside and can't control the rain, cotton is inappropriate. This includes cotton blends, which are better but I still don't trust them. Wool and breathable synthetic fabrics are the way to go if you're going to be outside. Wool is expensive but wonderful; buy it secondhand, a piece at a time, and it will last you years. It resists water naturally and keeps its warming properties even when it's wet. Synthetic fleece and Under Armour type fabrics are great as well. They often resist getting wet, dry really fast, and are light and inexpensive.
And if you really just want to know what to wear, here's what I pack for a two or three day trip in hot weather, cool-ish weather, and cold weather... General rules: I always bring extra socks, and I even wear synthetic underwear. I have been known to wear cotton t-shirts in really warm weather but I'm trying to be an example, so I try to avoid even those :). Note that I'm not always wearing all of this, but it's what I try to have with me as the versatility is important.
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