I guess it depends on where you are and what your activity level is.
Layers of breathable items are superior and nothing beats the clothes designed for hiking. Years of experience with weather-proof and breathable technical fabrics is key
silk tee shirt or cami base layer, technical fabric mock or turtle neck, wool sweater, fitted and polar fleece vest should see most people well equipped. A long sleeve polar fleece will likely be needed in harsher climates.
I agree with the Columbia, North Face and REI lines for their years of actually creating the concept of breathable, wicking, cold weather athletic gear.
If I were serious about outdoor gear for winter, this would be my starting place. Get the base there, if you want to finish with a more stylish vest from an equestrian wear line, you can