One thing i must precise is you may have the best moisturizer available, sometimes it's like with clothes. Layering is better.
So what works for me is a combination of 3 things (after washing and patting dry my face) : waterspray+serum+moisturizer.
Waterspray : for the dehydrated side of my skin, any type of thermal water can do, it's about the minerals inside and your personal preference here. I would suggest these : Uriage, La Roche Posay, Avene, if nothing else Evian.
Serum : the only one i tried during winter is Sana Nameraka Honpo soymilk essence, the bottle lasts your months and it's made for the most sensitive skins (i buy it online at Sasa).
Moisturizer :
Sana Nameraka honpo soymilk cream, again cheap and very effective, and sinks in quickly too.
Weleda Almond hydrating cream (you also have a rich cream available, but i don't like this one as much).
Logona Rosecream, for day. I like this one, but rose is a good ingredient to look for whatever the brand.
Another thing you can do is combine a hydrating cream, which you would apply first, then a rich cream, with a heavier content of oils/butters/waxes.
The greasy molecules don't like the cold and what happens is they snuggle against each other, therefore making a barrier against the cold. That's why you should apply it last.
Also, you should definitely apply moisturizer in the morning and at night, whether it's the cold outside or the overheated office, your skin will lose moisture so it will need extra pampering at night.
Additional items :
Catena 8 cups of water mask, it's fantastic and stays true to its name (i buy at Sasa too). But whatever mask you use it should be hydrating, store away the clay masks.
Scrub once a week/10 days, more if i have flakes.
Daily washing : oil cleansing, consisting of sweet almond oil and water (blackcurrant water+babassu extract).
Don't forget to wear sunscreen ! The snow reflects the sunlight so you can still get a sunburn. I usually apply it first.
Sorry for the long post, i hope it helps