Not as cold over here in the north west of england but i can relate to 0 - 5 degree Celsius, wind constant wind, sleet and rain.

I bought a wellensteyn winter coat about 5 years ago and never looked back. Not sure if you can source them in the US but they are really worth the money. Mine was ~350€ and I've never been cold in it walking the dog in the wettest and windiest weather.