Didriksons parkas best I've had for waterproof warmth. When it's stupid cold,I wear my Uniqlo lightweight down under it and it's held up in -9 cold weather.
For dry cold, North Face Metro parka has got me through February biting cold in New York - worn just over dress/tights, no other layering up needed. Not waterproof though. You can get them in extra long length too - like being coddled in a duvet. Super comfy, super warm. Had mine for 9 years, wash in machine and dry in tumble with tennis balls in to keep its loft bouncy and comes up like new. Expensive but worth every penny if you feel the cold.