The clothing, footwear, and sleeping bags you choose to have on hand are important that they are heavy duty, can withstand the elements, and can hold up under frequent use.
Winter clothing will keep you warm, and is usually put together in a way to wick moisture away from the skin, especially if you have to work out in the cold (for example chopping firewood, building a roof, or digging an underground shelter.) If you sweat during cold weather, the moisture can quickly chill you, and cause hypothermia. That's why it's important to choose clothing that you will wear outside that wicks moisture away from the skin. For working outside in the cold, avoid cotton.
Winter jackets are absolutely important, and will protect you from rain, snow, and sub-freezing temperatures. It's important that you choose the right jacket, one with a heavy duty front zipper that is least likely to break under repeat use. Many jackets are put together with inner layers that seperate, so that you can wear your coat in warmer temperatures.