Winter clothes

We're moving to the Chicago area in the middle of winter this year. DDs 1
and 2 will be in a school district that requires uniforms, so that's one
less thing I have to worry about. But we're moving from the Pacific
northwest where it gets cold but not *cold*, kwim? I'm getting ready to put
some clothes on layaway at the Navy exchange for all the girls for school
here, but I'm debating whether or not to put anything like sweaters and
jackets and such because I have no idea what they'll actually need up there.
Does anyone have any suggestions on what kind of cold weather clothing I
should invest in before the move for DDs ages 6, 4, 3 and under 6 mo?

TIA,
Denise