My everyday Winter Coat is a Carhartt Active Jacket. This coat is good down to about 0F, holds out the wind well and doesn't weigh a ton. I have one of their Artic Extremes, but unless it's like -20F outside, it's just too much/too heavy.

Jacket has a great hood, but I also stuff I Beanie into one of it's pockets, a buff into the inside pocket and a good pair of Carhartt winter gloves into the other.

I have a pair of Columbia waterproof/insulated hikers that are rated down to like -20F, and if I know I might get caught outside for a while, I have a pair of fleece lined jeans I can use as well.

Cell Phone, Multi-tool rounds out the rest.