The order-by-order renormalization of the self-consistent mean-field potential in many-body perturbation theory for normal Fermi systems is investigated in detail. Building on previous work mainly by Balian and de Dominicis, as a key result we derive a thermodynamic perturbation series that manifests the consistency of the adiabatic zero-temperature formalism with perturbative statistical mechanics---for both isotropic and anisotropic systems---and satisfies at each order and for all temperatures the thermodynamic relations associated with Fermiliquid theory. These properties are proved to all orders.