The key to winter wearing is that your sling counts as one layer of clothing. Forget this and both you and baby are going to get hot. Wraps by their very wraparound nature will be the warmest.
The library have a Susies Kinderride coat, Peekaru vest and a close cacoon cover available for hire. Each has a slightly different job. The coat covers both of you completely, the Peekaru vest is short sleeved and the cover clips onto the SSC or mei tai you are using.
Coats are not cheap (Lenny lamb the cheapest) but in my opinion are worth it. I love the fact that I don't need to worry about keeping Isaac warm when he is snuggled in my Kindercoat. When we go inside I don't need to remove from sling, simply take the coat off. It is also worth remenber that they will last. I brought a preloved kindercoat and it has seen me through 2 children so definitley worth it for me. There are a number of coats available to buy. Some include Kindercoats, MaM coat, MaM tunic and Lenny Lamb.
Covers such as the MaM cover, Winterslings and close cacoon cover baby but not wearer so they need their own coat too.
What ever you do, remember layering is key. Enjoy the winter and if you can't afford a specific Babywearing coat I frequently borrow my husbands fleece (it lives downstairs my Babywearing coat upstairs) and it works well too. I have also wears over my coat and baby's coat. There is no right or wrong. Simply remember to pay attention to your babies cues and enjoy the winter together.