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.
So much this. I got all my Marmot & North Face stuff years ago before they became trendy suburban clothing. The little things like reinforced knees or a bit of extra material in the back so you can bend over without wind exposure makes a huge difference when it's -20F. That stuff has been in constant use for 20 years and except for the gloves that finally gave up from being dunked in water and freezing on a daily basis, is still going strong.
It's almost like the cultures that have "always" lived in cold areas (nordic people, siberians, inuit, etc) knew what to do ... layer with natural fibers - keeping the "treated" side of the clothing facing the outside world :)
I live in New York and didn’t own a proper winter jacket until I was in my 30s. I always wore a warm jacket that in hindsight was more appropriate for the fall. I bought a Quartz jacket and it made being outside in the winter so much more fun and tolerable.
For wind I think what matters is having a hard ish shell, knowing that can make price flexible. I have pretty old and cheap winter jacket that I ski in and it keeps me really warm.
