Nick is giving you some great advice here.
Stay away from fleece, go with a puffy coat for warmth and less weight. If you can only afford one puffy, get a synthetic one, I'd say. Headwear and handwear help to keep you warm for not a lot of money and not a lot of weight. You also might look at getting something like the Marmot Dri Clime jacket. Lots of companies make similar things, basically a layer of microfleece and a layer of ripstop. Very versatile, not expensive or heavy.
Good places to get great deals:
The Outdoor Research store on 1st Ave S. in Seattle. Last time I was in there, I got a really nice pair of ski gloves for $16. They also have their Celestial 2.5 layer jacket there for $60 when they have big sales, that jacket retails at $220. I have one and it's a really great piece.
Another place to look is in the clearance area at Montbell's website. Also reioutlet.com. also the basement at the REI store, where they have stuff that's been returned sometimes for uhhltra cheap.
The crowd here is pretty knowledgeable, don't be afraid to bring more things here for people to comment on.
PS. I like the idea of a 2.5 layer jacket, but that REI one is not one of the better ones.