I don't put a Coat on mine per se, for warmth anyway.  When we go out, they are jogging/running and that's enough to keep them pretty warm, unless it's wet/raining.
 
I do have and use RainCoats, which are pretty "warming" on their own.  I spray them with ScotchGuard, and just use them to keep my guys dry until they get home. 
Here at the house, I never put a Coat on them for them to just go outside and Potty.  I have a Doggy Door, and they come and go as they need to on their own. 
Temperature doesn't seem to matter as to how far they go out on  the Property when it's cold, but, Rain does, neither like to get wet.
HA, when it's raining, I've seen My Male Sneakers stand on the edge of the Breezeway Concrete, hike his leg, and pee out on the Grass.  
 
 
But, when we're out jogging, BOTH of them will jump into the Bayou or in every available Mud Puddle.  Go Figgure... 
