Lined jeans and trousers are fab. I've picked them up from next and Mothercare, ASDA also do a lot if you are on a budget but they come up fairly big on the waist. John Lewis and Gap are good at doing adjustable waists IME.
I also like cuffed jeans and trousers - they can't trip over them, easy to roll up if too long, keep ankles warm and are easier to get on than skinnies.
For indoor activities like soft play and playgroups we also wore those knitted leggings. We have some from Blade & Rose.
One pair of decent leather shoes and one pair wellies are fine.
Coat wise, we had a fleece lined, hooded, padded jacket, plus waterproofs at this age. Fleece or faux fur lined hats with ear flaps (trapper style) are the best to keep heads warm.
For tops, H&M do long sleeve Henley style T shirts. My son has a big head and hates pulling tight tops over it, this gives a much bigger hole and meant he could start undressing himself. Also zip up hoodies or jumpers with buttons at the neck were good. My favourites at this age were from John Lewis, M&S, H&M and Boden but I also picked up a few bits from Peacocks of all places.
I buy a lot online too, I like brands like Tootsa McGinty, Girls&Boys, Maxomorra
My son isn't very tall but was still wearing a lot of his 18-24 month stuff when he was almost 3.