A good coat needs to check a few boxes to be considered of high quality. First of all, there are certain brands that are known for their quality. Brands such as The North Face and Columbia have been in the business of crafting quality outdoor sportswear for decades. They may cost a bit more than other brands, but they are well worth it.
Overall, a good fleece jacket should keep you warm without weighing you down. The best designs out there offer deep zippered pockets, and a high neckline to keep heat from escaping from the top of your coat. Small features such as drawstring closures at the hips and thumb loops are also great at retaining heat and keeping you warm and cozy.