I've found used snowboarding gear is best for when you need to muck around in the snow.

Mittens keep your fingers warm while still letting you handle stuff like shovels and grab at things. You can dig through snow in mittens.

Used snowboard boots tend to be fairly water proof, soft enough that you can walk in them, hard enough that you won't stub your toes and are fairly good at keeping the snow out.

Snowboard pants and jackets are both water _and_ wind proof to keep the weather out. They're baggy so your movement is not restricted. They also have a million pockets so you can carry stuff. Jackets usually have a hoodie so you can put on headphones.

When shovelling snow, don't use a shovel. Use a snow scoop. Push instead of lifting. If you have to use a shovel, use something metallic that easily slices through snow, then push them out of the way with the scoop. Don't lift.

Or get a snow blower.

If your city plows your streets, clear the snow onto the streets just as the plower passes by your house. Then you don't have to get rid of the snow yourself.