Seattle, Wa Usa
We faced a packing problem on our recent travel to Japan. Anticipating Rain, Snow, Sun all in one trip I packed a fleece jacket, long underwear and Gortex raincoat. The problem is the fleece is really bulky and wind cuts right through it. The raincoat was nerdy and the lining began to "snow" off of it. The synthetic long underwear was the best choice, very compact and warm.
What about a "packable down" sweater with wind/rainproof over jacket? Rain pants would've been nice.
What have others done?
Last year I invested in a Barbour jacket for an Alaskan cruise and it worked out really well - not too bulky but keeps the warmth in and the rain out. You can buy an additional liner for added warmth. Good luck!
Patagonia makes an extremely light water proof shell with hood... I believe it is called the M10. The M10 is the next BEST travel jacket I have ever owned next to a jacket that Go Lite use to make (...of which NO jacket has ever surpassed in quality and travel friendly but the M10 is a very close 2nd you can still buy). Gortex is way too heavy by comparison and doesn't really do much better than the water repellent laminates... and... when it gets dirty on the inside or you sweat so much it blocks the micro-pores... the breathability goes away (see zipper comment below for best solution to comfort control).
Add to that a good 4 way stretch medium light fleece jacket (200 weight ...or R2 series - the trick is finding the rare 4 way stretch or more common 2 way stretch version of fleece) is still a good choice...OR... if you want something that is warmer ... I have used Prima Loft filled jackets for over 22+ yrs. now and that is the best warm to weight ratio insulation layer I have found. Down is nice... but, when it gets wet... it is worthless. This is not true for Prima Loft... and, I am alive to day as a testament to it's insulation quality when wet.
In general, a fleece insulation layer with a good, light, water proof shell works for most travel situations... but, if you are going to be out in the weather for extended period of time (say 2-ish plus hrs.)... you might use the Prima Loft as the insulation layer. But... if you are active... the Prima Loft can actually be too warm... which is why I like arm pit zips on ALL my travel jackets.
As for thermal underwear... the best ones are polyester and nylon blends that have some stretch (i.e., dacron)... but, build up a lot of static electricity... which can be VERY annoying. In that respect, I stick with Under Armour...but, ONLY have had to resort to that layer when I am going into very cold weather and will be exposed for extended period of time... Or, just like to sleep in them. Plus, they are really good for sleeping in...
Finally, pull over coast/shells are warmest (specially with waist draw string)... but, they must have pit zips to compensates for overheating. Also, Ear muff are a necessity... best item to have next to gloves. THE BEST EAR MUFFS DO NOT FIT SNUG against the ears. The best ear muffs cup the ear and allow a layer of warm air to be trapped. I use Polartec 180s... they are the BEST I have used (and I have used a LOT).
Thin layers work best. For cold, #2 long underwear, a thermal or warm shirt (either turtleneck or long sleeved t-shirt style), a thin wool zip-neck pullover, a raincoat that can double as a nice coat for days in cities (I use a three quarter length double breasted raincoat that is lightweight, but heavy enough fabric to keep wind out and heat in), scarf, hat, gloves. All of this except the raincoat can be purchased from Patagonia, REI, or any like-type store. This way of dressing gives you full mobility and also still fits under your normal outerwear. On warmer days just pare back to what you need.
If I'm anticipating rain I bring this Patagonia jacket: http://www.patagonia.com/us/product/mens-torrentshell-waterproof-rain-jacket?p=83801-0 seen here:
I'll bring along this jacket: http://www.patagonia.com/us/product/mens-nano-puff-jacket?p=84211-0 to wear under it if I'm expecting extra cold and rain.
Jones of New York Raincoat. Packs into baggie. Easy on/off. If you need more warmth, then layer. I would not pack fleece. Usually l buy at thrift store where l end up. I like to give my clothes to the maids or new friends or homeless. What l don't have l need l visit thrift for vintage. I toss item in a pool and dry it in room. I over pack. Usually my friends load me up with gifts and l give to my maids. Plus l tip my maids each day. Even if l just get my own towels from them. If you can't tip maids, then don't travel.
I'm basically a freelance Patagonia salesperson, so I'll apologize for that, but I love their stuff so much for its packability, durability and function. I live in Minneapolis, where we know from cold, and due to work, typically travel in cold months, so I have put these things to some tests. My rig consists of a light long underwear, then one of Patagonia's lightweight-but-warm fleece dealies (Capilene 4, which packs down to nothing, or R1, which is also compact) and a rain shell. If it's really going to be cold, I layer in an ultra lightweight down sweater. I can wear the whole thing and be comfortable, with no restricted movement. The Cap 4 is definitely not windproof, but the warmth it gives for its minimal bulk and weight is remarkable.
Their stuff is not cheap, I'll grant you. However, they have two big sales per year, and this stuff lasts, so you're making an investment. I have things I kind of want to replace but I can't manage to damage them enough to justify a new purchase.
Anything with PrimaLoft in it is incredible. Unlike down, it won't get destroyed if it gets soaked. Many of the PrimaLoft jackets fold into themselves and compact to about a fist-sized bundle. I use it as my top layer even in the dead of winter when I ski. The one I use is from Eddie Bauer, but all sorts of other companies have PrimaLoft jackets.