www.geartrade.com I buy used gear on there a lot.
REI Outlet is good too.
sometime ebay has some items

You will need a base layer. I would get either synthetic or Merino Wool. Merino is not itchy or scratchy. Merino does not have an odor like synthetic. Synthetic still may feel slightly better, but todays Merino or Super Merino is darn good stuff.

You then need a mid-layer or Insulation Layer
This can be synthetic or down. Down is lighter and more expensive. They now make really lightweight synthetic stuff too. Synthetic dries much better, if you do get it wet. Wet down is no good at all, but wet synthetic is still ok.

Finally, a layer that is water resistant or water proof.
Waterproof usually mean Goretex, although companies now have other ways of waterproofing.

Of course, you will need Head/face protection and some gloves.
I would have liner socks and wool socks both on.

My favorite is Company is Montbell. North Face, Patagonia, Columbia, Outdoor Reseach, Arctyrex, Mountain Hardwear, and even Under Armor are good too. I generally find LL Bean to be an inferior product.
I love EX-Officio underwear(summer and winter). I especially like Mountain Hardwear for their summer shirts-specifically wicked lite shirts.

Arctyrex probably makes the best waterproofing jackets and pants.

I hope your insulated boots are also waterproof Goretex. If it doesn't say Goretex on your boots, then in my opinion, it ain't waterproof. All brands typically have the goretex name

Water Resistant and Water Proof are two different things.

BTW, I'm in the trash/sanitation business and outdoors in Oklahoma in all kinds of weather. We have temps over 110 in the summer with high humidity and temps down to 0 in the winter. I've learned that the expensive stuff truly is the best. I still have never found a glove that I really really like. Oboz Boots are my favorite boot and shoe.

REI Outlet is online.

Sorry for the multiple post. Sometimes you can get Marmot at a bit of a bargain and I like most of their stuff too.

I think silk is a great base layer. I have LL Bean silk turtlenecks that I take on almost every camping trip and definitely use for cold-weather travel. May be "inferior" but they've served me for years and are washable, super-lightweight, very handy for different temperatures. Merino wool would probably be better but much pricier.

I've had some good luck getting clothing for a single trip--or for dirty wear--at thrift stores, but you may not have so many choices in FL. Will you be traveling to any other places prior to Jan? If so, perhaps you can check for insulated jackets and wool pants.

REI outlet/garage sales typically have very low prices, but it's luck of the draw, and again I don't know what you'd find in FL. Sierra Trading Co has pretty good prices; don't count on the color matching what the description sounds like. Although I agree w/ spirobulldog about buying good stuff, if you really are likely to wear for 1 week only, you might make different choices. Also, would it be possible to sell an almost-new down coat etc. after your return, on EBay or craig's list?

I'm going to Yellowstone in late Dec and lining up the gear myself, hoping I know what I'm doing. Need to get good gloves and/or mittens. I am planning on a pair of thick wool pants alternating with a layered approach (tights, longjohns, fleece pants, plus good rain pants) esp for the more active days. A thin fleece jacket, wool sweater, light synthetic jacket, then a heavy down coat left over from my midwest days. Since I may not have it quite right, I'll be following this thread to see what folks recommend.

Ditto what spiro said. All the companies he mentioned make good stuff.

Note that the outer layer is equally important as wind protection. Wind is likely and robs you of warmth in short order.

Oops I hit send too soon, maybe it's catching!

Here in Colorado there are second gear shops where you can find some of that stuff at a bargain. Probably not so much in Florida.

Sometimes you can get lucky on name brands at Sierra Trading Post, though it's not as good as it used to be some years ago.
http://www.sierratradingpost.com/

Moosejaw has good sales too:
http://www.moosejaw.com/

Sympathize with not wanting to spend a bundle for this for one trip, so you could just go to the big box stores and see what they have for cheap. You won't be as warm or comfortable as using the name brand stuff, and it certainly won't last as long, but it might suffice.

Good luck and have a great trip. Yellowstone in winter is pretty magical.

My Dad lives in Cody near Yellowstone. I go to Yellowstone every winter to xcountry ski.

I like Columbia brand womens elastic waist pant shell $50.00.
You can wear it with silk insulated underwear (top turtleneck & bottems) & stay warm yet it is waterproof in case you fall down alot. Also wear a strechable vest, the most subzero (check REI) I can find as it keeps my arms free, and a wool scarf and hat. Silk socks & gloves are good layered too.

Consider also getting some avalanch backpacks if going snowshoeing and an EPIRB, compass, maps and a flare gun, bear spray. Don't forget a really good pair of sunglasses.

I wear jeans (w/silk underwear) all the time in winter at Cody...just not when I am skiing. It helps snow/air is dry Be sure to bring moisturizing lip balm or vaseline for nose & lips, zinc for the sun. The dryness bothers me more than the wet. Bandanas help w/breahing in the dry air.

Good stuff!

Spiro - yes, we always make sure we buy GoreTex. Given the way I tend to step into the water, it's the only way...

I was in Denver and Vancouver over the past few weeks and managed to snag winter boots and hats on clearance (2011 stock), but most places didn't have their winter stuff out yet.

I'll start working with this information.

Before or after your week in West Yellowstone, visit one of these places. http://www.yellowpages.com/west-yellowstone-mt/second-hand-stores
You can either trade in or buy additional as needed.

Mittens are far warmer than gloves!

Check out a Burlington Coat Factory. They often have a selection of ski and winter clothes for folks heading off to cold country for ski vacations. Prices are very reasonable.

At least 3 of the things on 1Jar's list you can do without.
The bears are in hibernation and you can't fly with the spray.
You don't need the avalanche backpacks or a flare gun or an EPIRB. If you go snowshoeing into avalanche country please go with an experienced guide that knows the dangers much better than Floridians.

Tom of course you can't fly with bear spray: you BUY it after landing or ship it ahead.

Re: the Bears are supposed to be in hibernation however that depends on the weather & the altitude. Last year several Bears were not in hibernation yet. The Bear Spray came in handy as did the flare gun for Buffalo, Bear and wolves in the Back Country....this is not a "walk in the Park."

Re:avalanche backpacks, flare gun and EPIRB: you're right. They don't need them if they want to live.

I truly appreciate all the input. We've gone to Yellowstone in both September and October (and Canadian Rockies), always carry bear spray then. This time, we won't be taking out on our own, so I'll skip that. Besides, DH has a (he thinks) funny story about how I allegedly tried to exterminate him with bear spray.

What about gaiters??

car_free_traveler - with your approach, I'm making some progress. A good investment in base layer (including silk plus a heavier style) would be usable in future vacations. I have plenty of heavy wool socks, extra Goretex hikers (just not as insulated), down vests, scarves, hats, and a few thermal shirts. Also have a roomy Goretex rain jacket that might help in layering. A friend may have a couple things to lend, so we may just be ok.

Snow pants are another thing I have no real substitute for and will need. Otherwise, 1JAR's suggestion about base layer and jeans will do for when I'm in town.

I may not be a model of winter-fashionable sexy - more of an Oompa-Loompa if I layer up enough. But it's Yellowstone in winter, who cares.

Sounds like you are on track and will avoid the fashion police!

Gaiters depends on your foot wear. If standard ankle high hiking boots, whether Gortetex or not, then yes, especially since you expressed interest in snowshoeing.

If you'll have something insulated and taller like the good old Sorel Caribou then gaiters are not necessary. You can still snowshoe in these.

BTW, a superb easy snowshoe outing is the hike to Fairy Falls, which is fantastic looking in the winter.

When we were there a few years ago, the snow coaches were kept very warm. Be prepared to shed some of your layers. It was also toasty in the Snow Lodge.

One item we bought which we were so glad to have was Yak Trax. They're these spiral wire and rubber "soles" that fasten over the toe and heel of your boots for added traction. We loved them. With them on we were able to walk on the icy sidewalks and the snow-pack covered boardwalks with ease. We rented snow shoes to hike to Tower Falls when we were at Mammoth. My husband ended up ditching his snow shoes and just hiked the packed snow in his Yak Trax. By the time we got back, I wished I had too. Those snow shoes just got heavier and heavier, but I'm glad I gave them a try.

As for not being the model of winter-fashionable-sexy, don't give it another thought. There will be some of people who are, but more who aren't. Main thing is to be comfortable.

We've been to Yellowstone 3 times - summer, fall and winter. Winter is our favorite. It's an amazing place any time, but in winter it is truly magical. We did the snow mobile trip around the lower loop from the Snow Lodge and I felt like I was riding through a Christmas card.

I hope you do go and have as wonderful a trip as we did.

Floridafran - interesting gadget! For sure I will look into them, they sound perfect. All our reservations are confirmed and paid for, so we're looking forward to the trip.

Ditto on the Yak Trax. I bought a pair last winter at Yellowstone and they were the greatest.

The Yak Trax are useful to prevent slipping on icy surfaces.
If packed snow has started to melt at the surface and then refrozen I would use them. The place for snowshoes is on virgin snow more than a foot deep. The best snowshoes have ice cleats under the ball of your foot. Snowshoes are to prevent you from "postholeing" in deep snow.
Another note for novice snowshoers is to keep to the right of any X-country ski tracks. The skiers are really upset when they see snowshoe tracks stomped over their nice even tracks.
Believe it or not, I have used my snow shoes in the month of May near the Santiam Pass in Oregon.

I just wanted to check in and thank everybody for all your suggestions. At this point I've pretty much wrapped up all I'm able to acquire, and will come back here on our return to weigh in on what worked and what we wished we'd had.

Even bargain hunting at Cabelas, REI, LL Bean, etc., I'd hate to guess exactly how much total I've spent. I console myself with the thought that I have been making regular business trips to Denver (next one is January), so I may get some occasional use from everything.

Thanks again.

Oh, and tomfuller - I did get Yak Trax. The cats of the house have given them to us for Christmas...

Update - just got back tonight from our trip, but will be a few days or so before I can start posting a trip report. For those heading that way, be aware that this area is currently desperate for snow and normal lower temps. And that although some stores are closed, you can outfit yourselves if need be.

Talk to y'all soon.