Most Helpful Guy
I'm not in Chicago but I'm Canadian for what ever that's worth... to stay warm in the winter it's best to ware a thin under layer of clothing made of synthetic materials that wick moisture away from the skin. After that you can put on a loose layer of cotton blends to trap in your body heat. Wear long underwear beneath pants. Next layer on fashionable sweater or what ever you prefer to wear; sweaters with high necklines are ideal.
For footwear don't wear shoes. Wear a good pair of thermal insulated boots that ride up the calf. They make fashionable boots that can be dressed up but pay for quality. Make sure it's water repellant. If your feet get cold the rest of your body will soon become cold as well. The rest of your outdoor wear is just, scarf, hat or ear protectors, and gloves.
It's best to keep your head, hands, feet, and neckline all protected and warm. They're typically the first parts to get cold and once your cold it's sometimes near impossible to get warmed up.
And if it gets extreme and hits the -twenties or lower, you may need to layer your coats with a thinner insulated liner, thicker downy or alternate material to keep body heat in, and a wind brake on the outside. As well as wearing gloves inside mittens and full face protectors.
Then again it all depends on what your doing... are you just running from house to car to work? or are you going out into the cold for several hours? The top bit of information is all you need if you're not subjecting yourself to the elements for very long. Three layers; an extra layer of skin, one loose cotton blend, one outer shell; along with good calf high boots;
p.s. tight pants are your enemy. I see allot of girls wear skin tight pants in negative temps and then complain that they're always cold... duh.