Winter soon what to wear??

windbreaker sounds not really warm. sounds more like something for the fall. unless it's one of these puffy jackets (no idea what the proper english name is, but if it makes you look like a michelin man, that's the one). i would go for a coat. and don't forget the hat, scarf, and gloves!!!
i have been to chicago once in March and it was BRUTAL! it was freezing and on top of it it was windy.
make sure you have warm shoes and socks, too!

Thanks vroni! thats great. looks like i have a lot of shopping to do!! I just hope the weather wont be brutal this year.

I wore parka (some people call them anorak) last year.

Most important is the layer closest to the skin.  I cannot wear synthetic so thermal is not for me.  Merino is the best anyway so I had it on at all time for base layer when it's below 0°F.  Then a merino turtleneck sweater.  (Never a big heavy sweatshirt for us). Then a down vest or jacket. Then a wind and water resistant coat as outermost shell if we're out in snow and windy weather.  Gloves, trapper hat, scarf, wool socks, and winter boots, of course. 

Those were the same things we've worn for winter in Chicago, in the Alps, in the Baltic, in Scandinavian, and above the Arctic Circle almost every year.  Breathable fabric that left the skin dry and warm, nothing big or heavy to weigh a person down, and only one or two layers to remove when we're back indoors.