As with any winter outdoor activity, layering is key. Fortunately, Ciclismo Classico tours run spring through fall in Europe so you usually won't need to layer up unless you have selected an advanced tour in, let's say, the Pyrenees or French Alps, where you will reach high altitudes and lower temperatures. If you do ride in the wintertime at home, I always make sure to have at least three layers on top and bottom, with something comfortable and wicking close to my skin, a second layer with better insulation (adding as little bulk as I can manage), and a windproof outer layer. I'm a big fan of wool for the base and middle layers, but there are lots of synthetics that work great too. I stick to my rain gear for the outer layers - they're nice and visible and don't let any wind or wetness get through, while still breathing a bit. A big revelation for me last year was when I realized that staying warm was more important than being fashionable, which immediately opened up my winter wardrobe options. So when it's really chilly, I combine ski wear, bike wear, and general-purpose outdoorsy fleece wear to make sure I stay comfortable. I may look a bit mismatched, but I stay nice and toasty. The biggest problem for me has always been my toes. I've tried various shoe covers over my mesh-sided cleats, but my toes always ended up getting really cold after an hour or less. So another big revelation for me was when I decided to swap out my SPD pedals for platform, which allowed me to wear my hiking boots with heavy wool socks. Presto! The soles of the boots still have good grip on the pedals, and my toes now stay nice and warm. There are lots of other options available such as toe warmers that generate heat and winter cleats, but my more pedestrian solution works great for me.
Riding when there's snow or ice on the road requires lots more attention, caution, and care than other times. If you're accustomed to riding in warmer weather and new to these conditions, it takes a bit of practice to focus on the hazards that winter roads can bring. Most experienced cyclists are used to looking out for cars turning in front of them and doors opening into their paths. In winter, these precautions are even more important because drivers won't be expecting cyclists to be on the road, and their ability to see can be hampered if they haven't done a good job clearing the ice and frost from their windows. After a snowfall, cars are often forced to park farther from the curb and that combines with the ice-crusted snow piles to reduce the rideable road surface significantly. So even if you're used to "taking your lane" as a safe and responsible cyclist should, you'll probably find that your usual lane has all but disappeared. This is why I choose more heavily-trafficked roads in winter. They often benefit from more regular snow plowing, and the flow of cars helps eliminate water, ice, and snow on the road surface. But, depending on the temperature, even a main road can be plagued with ice, slush, and snow. For me, this is the most important thing to keep an eye on. There simply aren't a lot of options available to a cyclist who finds him or herself on an icy patch with cars parked on one side and moving vehicles on the other, so the best solution is to try to avoid them altogether. Which just takes uncommonly good concentration and some experience to see when dangerous patches are coming up. When I do find myself in a bit of frozen slush or on a sheet of ice, I try to remember to just keep on keepin' on - not to brake or try to turn off, which could result in the wheels going out from under me. And of course, all this extra care and caution is a lot easier when riding at a slower pace than usual. I save my attempts to set world speed records for sunny summer days when I don't have anything else to worry about.
I tend to ride upright bikes in the winter anyway - I like the riding position because it enables me to see all around and makes me more visible to others. Riding in an upright position isn't quite enough to really make yourself visible. That's why, in wintertime (regardless of the condition of the road), I usually ride with a fluorescent vest, leg bands, and lights front and rear. The shorter days make this a no-brainer. If you're out early or late, you don't want to get caught without lights that help you see the treacherous spots and make you visible to others. But even during the short hours of daylight, it's likely to be overcast, reducing the ability of others to spot and avoid bikers.
Winter riding is a wholly different experience than riding during other times of the year. Winter does provide fitness options you don't have in other seasons, like cross-country skiing, snow-shoeing, and skating - and those are all lots of fun in addition to being great cross-training for cyclists. But if you're addicted to cycling, it can still be tons of fun to go out in less-than-ideal conditions.