I'm pretty much close to an expert in this area - I live in Wisconsin, where we have seen -60 degrees this winter (with the windchill)
A few other folks made a great point - the cut of the coat is a huge factor, though material - at least around here, certainly does have a significant impact as well.
It really depends on what you are trying to do with the coat - if it's pretty much to stay relatively inactive outside (Hunting, Sleeping, Or Packer Games
) a big bulky down coat would probably be your best bet. However, if you're doing something a bit more active (skiing or whatever) there are some pretty warm synthetics out there - the cut will make a big difference.
If you're planning on sleeping in it, I would recommend a big bulky (water resisistant) down coat - but make sure it has a hood. As far as keeping warm, keeping one or two of those handwarmers inside your coat will go a long way - that, or lots of alchohol