For varying degrees of cold weather we use three weights of stable, light, medium and heavy; which we achieve with layers or liners. We used medium and heavy last winter, but only light and medium this year as it's not been really cold.
Likewise, turnout rugs we use a light fill, medium fill (or either of these with various weights extra fill liner, to get heavy and +); depending on how cold. We do have no-fill rainsheets, but tend not to use these on there own a lot, as they seem to get quite 'sticky'.
In the continuous 'wet' we've been having of late, we do often put a rainsheet on top of a turnout as it seems to stop leaky patches.
We do use different rugs for stable and turnout, although I understand lots of people are opting to leave turnouts on in the stable.
Though that's not to my taste, it does dry the turnout rugs effectively, and some people find it works fine.
Amid all this rugging, we do have two horses at the moment that don't get rugged at all. Not in the stable or during turn-out, even in heavy rain. These two thrive better and have healthier skin and coats without rugging, and (it shows) we don't just automatically rug for the sake of it.
We also have coolers, sweatrugs, fleeces, vests, liners. etc and (imperative here in midgie country) every equine has a myriad of fly and bug rugs, necks, hoodies and face covers!
Turn out on a nice day with clegs and midgies swarming can be nothing short of sheer torture!!