Costco right now is carrying a winter coat with the "Weatherproof" label. I have one of these coats from a couple years ago. Poly shell, but they are quite effective. Mine's been used here in Denver and up at the ski resorts over the winter with good effect. They are essentially waterproof, windproof, with a fair enough layer of insulation that my torso doesn't feel a chill standing on the train platform at 30 degrees, little humidity to speak of, and a north wind averaging 15 mph. I believe the price was somewhere around $50-60.
It's either that, or else upgrade to Carhartt gear. I got one of those too, for when it gets really nasty out and I have to go shovel the walks.
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The ultimate result of shielding men from the effects of folly is to fill the world with fools.
-- Herbert Spencer, English Philosopher (1820-1903)