From Run & Gun, there's the Ares Victory line, which features the Custom Protection modification. These are coats that provide both armor and a selection of your choice of environmental protection modifications. The most powerful of these is the Wild Hunt, which costs ¥3,000 but comes with 6 points of protection, a holster, gear access, 12 points of armor, and 10 points of capacity. Additionally, the wireless bonus (for the entire product line) is to give a +1 modifier to survival tests in the appropriate environment.
These are probably what most of the hardcore skiers and such would wear in the Sixth World. A ¥1,300 nuyen jacket gives you armor, a holster, and 4 points of environmental protection. If you're going to be out in the dangerous mountains (yetis are a thing, not to mention all sorts of other Awakened nasties) then I think carrying a pistol is the least that you would want to do.
But, if you just wanted to house rule is basic winter coat, with 2 points of environmental protection - I'd probably say that ¥250 would be a good price. But this has no armor or other protective value - just the cold protection. And this is based on the wildly variant costs of just basic clothing, so there is no basis for my opinion on this other than living in Colorado. And I'm a Texas transplant, so I know exactly what you mean - when I bought my first winter coat, it was a lot more than I expected to spend, but it was quite nice.