This is a real problem!
I have a winter sports jacket which I bought from Tchibo. It is made from synthetic fibres, but is still very warm
I recommend looking in German and Scandinavian shops - they know all about the cold!
You can buy fleeces and winter coats from surf and snowsports chains like Billabong and Animal. They are expensive, but they last well.
I also have some acrylic knitted jumpers, hats, scarves, socks, etc.
The trick is to layer clothes, to trap heat. Wear two or more t-shirts, a jumper, a fleece and a coat. Most heat is lot through your head, so make sure you wear a hat
However, I don't like wearing synthetic fibres
does anyone know of any warm natural materials?