Get some decent winter clothes if you live in a climate where this is necessary. I can't tell you how many people I know at my college that have been going here for four years, complain about the weather, and don't own anything more than a sweatshirt to keep them warm. If it's windy, a raincoat can go over a fleece-style under layer and makes a huge difference. If it rains or snows, get some boots and maybe some wool socks. A hat and some gloves work wonders, too. Glove liners work nicely as light-weight gloves that can keep your hands warm when either driving or walking places but will get wet quickly if you put your hands in snow. There's no reason to be uncomfortably cold.