Before you consider the skimpy faddish dreck from suit supply, etc.,consider the wide selection of classical offerings
from O' Connells. I used to live in Chicago where I wore a suit to work and sometimes waited out side on a train platform for15 minutes. My solution: a 32 oz British Warm, or an Invertere greatcoat. You might also want to check out what the Andover Shop in your area has.