Heavier coats are good if I can't find anything else, but as long as I can find a ski jacket I usually stay away from them. I hate being slowed down as I travel a lot. Work pants offer much better protection, but they're not very warm and they're very heavy so they're not ideal. And as you can see I have snow pants on with cargo pants layered over them for the extra wind blockage and damage protection. Leather work gloves solely for the defensive value, they're my favorite gloves in the game. They may not be the warmest, but they're not the worst by far and offer great mobility.
Wool socks and trail socks are very ideal, preferably two pairs of either. I like trail boots or deer boots. Rabbit skin hat and balaclava are both pretty light and very very warm. Ski jacket is an ideal jacket for me, and layering two light sweaters or one heavy sweater underneath it provides pretty decent warmth and defense. Me, I like to be light, reasonably warm, and defended. But with more recent updates, you have to be tactical about what you wear. Just as the title states - What do y'all tend to wear in the long dark to keep the chill off your bones? I remember back before they added defense, waterproof and encumbrance value to clothing and we would all rush to get the heaviest warmest stuff.