I live in the midwest and cold is normal for a chunk of the year, but one thing always worse than cold: wind. After college at some point I splurged on a North Face jacket with the wind protection bit and it was eye popping how much more tolerable being outside became. I always go for a nicer coat/jacket now -- the value brands at the department stores don't always have the right technology. Good outdoor gear is spendy, but lasts a very long time and is very effective.