When I first moved to Chicago and complained about the unhinged weather, a local told me "There's no such thing as bad weather, only bad clothes." He looked at me and my netted scarf with such pity I almost moved back into my mother's womb. I'd like to save you from that particular indignity — and from walking into a blizzard in canvas sneakers.
Warm jacket or insulated coat. Bring an umbrella! Rain boots or waterproof shoes to keep your feet dry. Breezy out there, zip up.