Definately bring a set of thermals, if only for backup.  Its likely that you will have some days that do not get above freezing, so I suggest the big jacket.  Its not all that annoying when you are wearing it.  But in Spain and Italy you may not need it, and then its annoying. 
 
 

Well, in northern Europe, it’s usually cold and rainy at that time of year. I’d recommend taking a warm, waterproof jacket. I would also recommend packing clothes that you could layer so that you’d be prepared for a range of temps. I think that the long underwear is also a good idea. When I lived in Germany, long underwear was a lifesaver since most of the buildings relied on radiator heating rather than central heating, so they never got as warm there as buildings in the US.
 
Winter is actually an ok time to go to Europe. You’ll avoid a lot of the summer crowds and may also get to see some fun Christmasy things, like Christmas markets and such.

Southern europe is freezing too… bring a big warm waterproof jacket, snowboarding style.
Gloves, earmuffs etc.

Went to Paris last November and it was great. Wasn’t too cold – more chilly than freezing, but wore a nice long jacket and a jumper and it was fine. Was quite wet as well, so best to take something with a hood on it. There was still loads of tourists (think there were more Americans than there was French) kicking about. Never been any other time of year so dont know if it was quite for that time of year or not.
 
 And the UK is usually baltic at that time of year, its always raining here.

Yep, as jboy pointed out, Southern Europe gets cold.  It’s not tropical.  In some northern areas (like Italy’s Po Valley region, where Milan is), it can get below freezing pretty often.  In the southern extremes (Crete, Costa del Sol, etc), there can be warm days in the upper 60s F, but there can also be cold days.  Generally speaking, expect temperatures to fluctuate from 30 F to 60F, with relatively frequent rain.

Northern Europe: further west you go (like Britain, Ireland), it’s milder (like, not cold enough for snow), but it’s still cold.  But the further you are from the Atlantic, (central and southern Germany, Poland, and especially Russia), it’s continental winters, meaning below freezing point and snow.

same situation as udenver how about a nice peacoat or should i bring a sportier ski type jacket…i want something versatil;e that i can use for different occasions wen im there

It all depends where you’re from. If you’re from the Northern US or Canada, southern Europe will seem like paradise in November/December [] Even the rest of Europe doesn’t get that cold (again, if you’re from the north) other than in isolated areas around mountains, or from about Oslo/Stockholm and above.