With the cold temperatures outside, it may be a good time to review the principles of cold weather dressing.
Base Layers – these are your next-to-skin layers. They should be made of a hydro-phobic fiber (water hating materials that allow moisture to pass through rather than absorb). These layers should fit close to the skin and can be a variety of materials including synthetics, wool or even silk.
Thermal Layers – these are the layers that insulate. Wool is nature’s best insulator in that it is very warm, doesn’t absorb moisture, and is naturally anti-microbial (doesn’t stink!). You may also consider a broad family of polyster fibers like Polarfleece and more. There should NOT be cotton in any of your layers.
Outer Layers – these are the layers that will cut the wind, and they may also be water-resistant or waterproof. The most important function here, though, is cutting the wind from passing through the fabric and robbing your underlayers of the ability to keep you warm. Nylon and polyester will do the job. If you want to add water resistance to this equation, you may want to look at a jacket that includes Gore-Tex or the many propriatary coatings and laminates that will do this job. Just beware that if you add an outer layer that is not breathable (like a standard rain jacket), the moisture your body generates will stop inside your outer layer and you will eventually feel damp. Remember in cold conditions, the object is to stay warm and dry.