For me, anything that's for winter, you have to go to The North Face. They have just about anything you might need and they know which particular products would fit a particular type of activity. If you don't know exactly what you're looking for, you can just describe to the sales associates what is the activity that you plan to use it for.
Also, they have several items which are convertible. For instance, I once bought a winter jacket which can eventually become a rain jacket, a windbreaker, a simple daily jacket, or a really thick winter jacket. It was around $399, but I think with the different functions, it's worth it. One of the pieces in that set is actually waterproof and rather light, and I have used it 3 times already for biking during light rain and it was effective in keeping me dry. Not sure though how it will stand during really heavy rain.