Who cares about being warm, looking stylish is what really counts.
I'd suggest a nice woolen mid length coat. Double breasted.
Remember you're living in a modern city with wonderful restaurants and a great nightlife, you're not going on a expedition to Eastern Siberia. Technical clothes are for the outdoors.
Good point. I just purchased a black wool coat and gray turtleneck sweater tonight for my trip to NY tomorrow. I needed something in between casual and dress, and the wool coat works out perfectly.