I use a fleece zip up hooded jacket I got off Amazon for about $40 and a larger winter jacket without hood over top. The fleece is warm. Just make sure you get a winter jacket that repels water and doesn't let the wind through... Basically a canvas material.

I use this combo to clear snow with my snowthrower on my tractor, exposed to the wind and snow and I've kept warm.

Trick is layers... T-shirt, sweatshirt, zip up hooded jacket and winter jacket. Make sure you have good gloves too. Once your hands get cold, you can't seem to feel warm no matter what (if you're like me).