Two of my favourite babywearing accessories are:
1) a bonnet/helmet style baby cap! They are harder for little hands to take off and so are more likely to stay on. I especially love Maxomorra's velour-lined helmet hats for cold days.
2) a pair of lovely tights! Tights mean no dreaded ankle gap between socks and pants. They don't ride up under a snowsuit or layers. And they are a great extra layer on those really cold days.