Stockholm, Sweden, in the midst of yet another snowstorm and 19 degrees farenheit (-7 celsius).
I wear wool coats, my warmest is long, below my butt.
Sort of like this:

My favorite:

I also only wear wool kneehighs under jeans or leggings.
My hats are either a faux fur ugly thing that is extremely warm:

or a woolhat (with a satin lining of course).
On my feet I wear Timberland suede ankle boots with lined with shearling or some EXTREMELY expensive kee high boots that are so warm beause of the shearling lining (from the soles to the knees).
But I do my upmost not to go out when it's cold.
Thank God for Stockholms subway system!