Get a casual coat that keeps you warm. It's up to you which form this can take (puffer, windbreaker, quilted, etc), but it just needs to be warm and good quality. And probably have a hood if you're opposed to other head warming options. The other two might seem redundant, but once you have to wear a suit in the freezing cold, you'll know why you need both a shorter and longer nice coat. The shorter one, like a pea coat type style, can be worn in both nicer and more casual situations. These pair well with scarves and should be purchased in a versatile color, like navy, black or gray. Patterns are okay in moderation. The coat should look good with all of your casual to nice clothes. The longer one should work over all your suits. Nothing ruins a look like your suit jacket or blazer being longer than your coat. Awkward. Now for option examples:
Just a quick note on other seasons: it's a good idea to own a trench coat plus another lighter coat, which can most likely be casual, for spring and fall. And don't forget vests! These come in handy during transitional times, too.