I live in Halifax
Coldest we ever get here is pretty much around -20deg C (-4 F) Average winter is typically around (10 - 25 F) Fall, summer and spring is usually pretty mild.
If you are buying clothes, it depends largely how much time you are planning to spend outside in winter. If you plan to spend a lot of time outside some good winter underwear will serve you well. Buildings inside are well heated so more often than not you just need a coat and gloves to get you between buildings and car, more or less.
Irrespective, plan clothing that you can layer so you can take clothing off and put it back on easily. If you are buying a coat or two, make sure that they are temperature rated to meet your needs. Also plan a range of coats. Summer coat, spring and fall coat and winter coats. The temperatures vary enough that seasonally specific coats will be handy.
Some nice snow boots will always be handy (water proof is important). Halifax tends to be icy, so one or two sets of cleats are a must.
A tuque or two will be helpful
Realising that it might be slightly more expensive in Canada, it might serve you well to get basic setup before you leave, if you are planning to arrive in winter. Otherwise it might be worth considering buying you clothing in Canada or Halifax. The clothing here is generally made to meet the climactic needs.
Enjoy the journey, it is fun.