My favorite bit of kit was the snugpak sasquatch coat, it was like wearing a sleeping bag. The downside is that it's not waterproof. I say was because I left it back in England at the moment my favorite is a waterproof hood I found, it's even better and warmer than the Lowe alpine mountain hat.
I'm thinking of going to Paris for winter or some of the winter so I need warm waterproof gear at a cheap price.