Well, I haven't ridden in weather as cold as where you are but I've done some 32ish degree rides this year. A lot of people go all out and get heated grips, heated vests, etc. I will tell you what works for me and I simply just do not get cold, period. For me, the most important thing to do is layer. I still don't have "real" riding pants so I've just been wearing cargo pants but with a medium-weight layer of Smartwool long undies. I'm sure other brands are fine but trust me, Smartwool is THE stuff if you want a good base layer. I also wear a pair of thick Smartwool "Mountaineering" socks under my Alpine Stars Goretex boots.
Then, for the top I wear (you guessed it!) a medium-weight Smartwool long-sleeve top and then a thin (100 weight) fleece on top of that. I then have a Fox Creek Leather Bomber jacket over that with about a 300 weight fleece neck warmer zipped up around the neck.
For winter riding gloves... I had a brain fart
Seems like they say "Windtex" or something on them. They are pretty good but I wear a little thin under-glove as well. My hands do get a little cooler than I'd like but certainly not cold. I'd say with that set up I could ride in the 20's and be ok. After that I'd probably need some heated grips myself unless it was a really short ride.
As for riding the Busa out of the dealer... I don't know. I keep hearing stories of people laying them down in the parking lot due to the tires, excessive power, or some other reasons. My personal take on the Busa (or other bikes) whether it is cold weather or not is that YOU make the bike what it is. Sorry, but anyone trying to show off as they harshly roll the throttle coming out of the parking lot (or maybe shortly after when they get out in to more open road) is setting themselves up for not only an injury but also humiliation. It is real simple. When you pick up a new bike, ride CAREFULLY home. Do not assume just because you owned another bike or another Busa that you have some secret trick up your sleeve that will prevent you from having an accident. Do things gradually. Don't warm the tires up immediately when you hit the street. Ride her nice and straight for a bit and learn at least a basic concept of what type of throttle response she has. Pull off in to a parking lot or something (slowly!) to get an idea how the bike handles. When you feel like you have enough skill to not twist the throttle so much as to spin tires, wheelie, etc. then try warming up the tires a little by lightly swerving around.
Remember too that if the bike is brand new you need to keep the RPM's below 5500 until after the first service (500 miles iirc). I'm sure you will have no problems getting it home. Just be safe... it is really an easy bike to ride and insanely smooth too. Enjoy the ride!