Outerwear

Learn to layer. It is better to buy a couple small pieces you can wear in cool weather, and then layer them together when it gets really cold, rather than buying one big parka you can only wear in Antarctica. Learn the nuances of the term "warmth-to-weight ratio." Heavier does not mean warmer.

1) Insulation. Two main choices: fleece, or down/synthetic insulation (those big puffy jackets). Fleece is light, warm, soft, breathable, comfy, insulates even when wet, comes in a variety of weights, and even windproof and water-resistant styles. Think about what you'll need and plan accordingly. Again, I prefer a lightweight, simple sweater as a midlayer, expecially since I have nothing but t-shirts, as it looks more casual than a heavy-duty fleece jacket, and can be worn indoors without looking weird. Alternatively, the merino wool companies make a number of midlayers that perform nicely.

For colder conditons, you should strongly consider down or synthetic insulation. There is nothing on the planet warmer for its weight than goose down, nor anything more compressible. It is triple the warmth of fleece for the same weight, and packs down to half the size. Since the down is contained within a nylon shell, they are also windproof and water-resistant, making them good outer layers. Synthetic insulation offers the same advantages; however, it is heavier and less compressible than down; the advantage is that it performs in wet conditions, whereas down does not. I live it Seattle, so I went with synthetic. The last thing to consider is that since the shell is nylon, it can get clammy if you're sweating. It usually feels nicer to have something underneath it. Again, for this reason, layering is important; I had a fleece sweater underneath, which felt comfortable, and the synthetic down jacket on top, which made an excellent outerlayer.

I cannot find enough good things to say about Montbell's line of ludicrously lightweight down jackets. Mine earned a nickname ("the 8-ounce"), and no one believed it was warm. Nothing on the market compares in terms of weight or compressibility; they start at 7 ounces and go to winter parka size. The only real competitor is Patagonia, which has a similar, slightly heavier item called the Down Sweater. Both companies make hooded versions, as well as synthetic ones.

2) Raingear. Do not be a pansy and stay inside when it rains. Buy yourself a rain jacket or an umbrella for $3 and enjoy your travel experiences without wasting away a day fooling yourself into believing the weather is too atrocious to venture out into. Jump in a few puddles. Go crazy.

I believe we are all familiar enough with Gore-tex and equivalent materials that I do not need to pontificate on such topics. Suffice it to say you will need something waterproof and breathable, which is 99% of rainwear these days, so just get something lightweight that fits nicely and looks good. You will not need to spend $500 on some super high-tech bulletproof contraption with crazy panels and fluorescent neon colors. If it looks weird, you will leave it in the pack. Plenty of $100 models such as the Marmot Precip perform perfectly nicely and don't make you look like a storm trooper. Also, don't get something insulated. Layer underneath if it's too cold. What will you do with an insulated rain jacket on a rainy day that is also warm?