Much of what to take depends on your style and how long you intend to go for. If you have any specific questions please ask.
Some general thoughts
Cheap foam mat with thermarest works really well for me, never tried a down mat, heard they are good though.
Silver space blanket is a cheap way to help insulate from the ground
Waterbladers on your back help stop water freezing, blow back water to stop water in pipe freezing.
Put water in pans overnight so you can melt easy in the morning
Eat lots to keep warm
Due to the location of my winter touring i have only used low grade petorl in MSR whipserlight international, works fine so long as cleaned often.
I find gas does not work so well at cold temerature.
I put a down jacket on as soon as i stop, assuming its not wet, your body heat warms up the jacket. If you wait till you ahve cooled down might have to go for a jog or do some situps to get warm again.
Sleeping bags really depend on how much you have eaton and you personally, i try and wear a little as possible in the sleeping bag as your body is the thing that heats it. I am quite happy in a RAB quantum 600 down to -10 with silk liner more than that i will use bivi bag and or second sleeping bag.
Andy Kirkpatrick has some very good info on sleeping bags and keeping warm -
http://www.andy-kirkpatrick.com/articles/gear/Some photos of winter cycling in China here
http://www.flickr.com/photos/30039940@N03/sets/72157625975441925/Have fun