Unless you live in perpetual summer, a coat is your best friend come winter. What style do you prefer? Is it a menswear inspired coat, a cozy oversized coat or a trendy cape?
If you're on a thrifty budget, your best bet is Vince Camuto Coat. Another strong contender for your wardrobe is Soia & Kyo Coat. You might also want to consider J.Crew Coat. The price is very reasonable, but the effect on your wardrobe will be pretty fantastic.