Hi there - you sound just like us!
We went on our first winter holiday last February and posted the same questions! This year we're off to Lapland for the first time!
We have been advised to stick to the normal ski gear - last year when we shopped for Austria we had Lapland in mind! We have loads of layers - thermal underwear, polo neck tops, thin base layers and fleeces, plus a ski jacket and padded thermal salopettes (spelling?) We also purchased some good snow boots that would cope with minus 30 degrees and have thick socks. Last year though I found that my feet were wet with sweat so have been to Millets and got some thin wicking socks (is that the right term?) to stop my feet sweating and keep them dry.
From all the people we have spoken to the more layers the better and the people in Lapland we asked via e-mail said that normal ski wear would be ok! Just remember that you need moisturiser that is NOT water based! It freezes! We have also checked that Yllas (where we are staying) has a place where we can hire gear is if need be - we are thinking that if we are desperate then we can hire gear when we are there!!!!!!!!!!!!!!!!!!
Have a great time --- we are soooooooooooooooooo excited about Yllas in February!
Us Prestos