From skiing to running and everything in between, there are different types of coats to consider when finding your perfect winter workout jacket. - Shell Jackets: Our go-to outerwear choice when we're planning a serious winter adventure. Built to go over other layers or workout gear, such as a quilted vest, sweater or puffer jacket, shells are built to withstand the elements: wind, rain, snow, and sleet. What they lack in insulated warmth, they make up for in packability, versatility, and layerability.