RECCO reflectors are commonly embedded in ski clothes. However, the only way to detect one is with the special detector unit. Many ski areas have these on site, and in case of an in-area avalanche the ski patrol can grab the detector and go find you. Some SAR groups in avalanche country also have detector units. I have had the opportunity to play with one, and they do work. However, the detector units are rather large, clunky, and expensive (at least in their present configuration), and are not something most people will have available.

RECCO a good idea for ski resorts, but if you are doing any off-area or back country skiing, snowshoing, or snowmobiling then you need to have a proper avalanche beacon and know how to use it. In a back country avalanche, by the time a RECCO detector could be brought to the scene, you are likely looking at a recovery mission.

This discussion has diverged ... but to get back to the original question.
I usually found that when trekking in deeper snow, I mostly just needed some good waterproof pants. The outer shell should be waterproof. And under that I usually wore some warm fleece pants.

The important thing is to make sure you have a good set of gaiters ... otherwise your socks get soaked from loose snow that creeps into your boots and melts.

These comments don't apply if you are walking around on snow that is well tramped down. If the surface is firm ... no problem. But if you are postholing - that takes a lot of work and your gear needs to be waterproof.

Have fun.

cheers,
Pete 2