Key thing really is base layers, good socks and a hat. Then I'd look for a very padded coat. I like a fur
they are very warm as long as it's not raining! I have a good few fakes
I also have a couple of padded puffa jackets that I got from Gap, down filling. Windproof helps too so if you can run to it, something like a North Face parka or similar? I think @Caroline got one last year