In reply to verygneiss:
I wrote these articles for UKC a while back - they're still pretty relevant at giving you an idea of how clothing works (even if it doesn't give you a lot of hands-on info).
http://www.ukclimbing.com/articles/page.php?id=5105
http://www.ukclimbing.com/articles/page.php?id=5163
I'd say the hardest thing with Scottish winter is staying dry and avoiding the wind - it generally isn't that cold from an air temperature point of view.
Staying dry: this does not mean wearing a waterproof all the time. In fact, I'd wear one as little as possible. Walk-in wearing the minimum you can so you don't sweat too much, then layer up into your 'action suit' once you're getting geared up. If climbing on, say, Good Friday Climb, getting fully-clothed at the CIC hut is a good way to sweat to death before you even get to the first belay, though.
Staying out the wind: a thin windproof is a seriously good investment and will save more expensive and/or less breathable softshells or waterproofs getting worn out.
I tend to wear:
- mesh baselayer or Helly Hansen (these really are the best - there is no competition when it comes to staying dry). I'll wear merino if I don't want to stink and don't mind getting hot. I'll bring a spare baselayer if I expect to sweat loads on the approach.
- hooded fleece. Fleece is still the most breathable mid-layer out there so I wouldn't go without one. A hood massively increases their versatility (same for baselayers).
- shell layer. This depends on the weather. If the forecast is very very good I'll go with a membrane softshell and ditch the waterproof; most days I'll just carry a waterpoof; if it's really cold I'll carry both
- belay jacket
Trousers-wise, my legs don't tend to care so much if they get hot, so I tend to err on the side of being too warm. If the forecast is good I'll go for thermals and ME G2 pants (Windstopper). If the forecast is bad it's thermals and hardshell sallopettes.