I agree with layering. A thin goretex outer shell for top and bottom is the best (there are other materials out there. Do some research. Breathability alongside waterproofness are the key things). I would say avoid the all-in-one jackets. Get something as thin and light as you can.
As a base, in winter, something like merino wool if you can afford it. Something thin that can wick moisture away. Avoid cotton.
Middle layer i'd say a midweight wool layer. Not too heavy, as you'll likely be doing a fair bit of walking.
I spent most of last winter outside. Albeit, in Greece (bloody humid and cold even on Crete). I found a wool blanket in an abandoned house that I threw in my summer weight sleeping bag. Kept me alive, but in humidity it can be pretty hard to keep warm, but keeping dry is the priority. Your clothing can obviously be worn in a sleeping bag, if it isn't rated to low temperatures. A space blanket is great at keeping in warmth as well, though it IS a vapour barrier and will get you wet quite fast so use it either as a last resort OR don't keep it against your skin/clothes/sleeping bag, and instead suspend it above you like you would a tarp.
Thrift stores will supply you with most things you need. Hell, even goretex can be found if you're lucky. When weather gets warm, ditch the warm gear if you KNOW you won't need it. Personally I get attached to my gear, and end up keeping it for the duration, or giving it to people I know will use it.
I may have been a little all over the place, but these things were my way of surviving the winter.
