A place to start
Winter
A British winter is not really cold. It is wet, dark and five months long, which is a different problem and asks for different things.
The coat is most of the decision
Almost everything you will feel about this winter is decided by one purchase, and the choice is not really about warmth. It is about what kind of wet you are going to be in. A waxed jacket handles drizzle and a town and gets better looking as it ages. A shell handles proper rain and wind and does not. Down is the warmest thing here by a distance and the worst answer if it is going to get soaked. Pick the weather you are actually in, not the weather you imagine.

Provisional
Modern Beaufort Waxed Jacket
Barbour

Men's Stormbird Waterproof Jacket
Finisterre
- Water
- Waterproof

Provisional
Conduit Down Jacket
Arc'teryx
- Fabric
- Pertex Diamond Fuse
- Shell
- Nylon
- Cloth
- 43gsm

Provisional
Prism Hooded Insulated Jacket
Montane
- Shell
- Nylon
- Insulation
- PrimaLoft
- Water
- Water resistant
Compare them all in outerwear.
Wool does the quiet work
The coat gets the attention and the jumper does the hours. This is the layer worth spending on, because it is the one you wear indoors as well, and the difference between a good one and a cheap one is visible in about four months rather than four years. Cashmere for softness and warmth for its weight, lambswool and Shetland for taking a beating.

Provisional
Cashmere V-Neck Jumper
Kiltane

Provisional
Ribbed Cashmere Roll Neck
Johnstons of Elgin

Provisional
Lambswool Crew Neck
Sunspel
Compare them all in knitwear.
It gets miserable at the feet first
Cold feet end a walk, and wet feet end a day. This is the least glamorous money on the page and the most reliably well spent: a boot that keeps water out, and wool socks rather than cotton, which holds damp against you and stays cold. Buy the socks in multiples. Nobody has ever regretted that.

Provisional
X Ultra 360 Mid GORE-TEX Walking Boots
Salomon

Provisional
Peru GORE-TEX Walking Boots
Meindl

Provisional
Rib Wool & Cotton Socks
Corgi

Provisional
Welly Socks
London Sock Company
Compare them all in hiking boots and socks.
And the bit nobody files under winter
You will spend more hours asleep this winter than in the coat, and the duvet is the one winter purchase people keep for a decade without ever choosing it deliberately. Tog is the number that matters and it is stated on every one of these. Wool regulates and is the better answer in a warm bedroom; down is lighter and warmer for its weight in a cold one.

Provisional
Deluxe Washable Wool Duvet, Medium
Woolroom

Provisional
Hungarian Goose Down Duvet, 13.5 Tog
Soak & Sleep

Provisional
Classic Wool Pillow
Woolroom
Compare them all in bedding.