A long time classic is fur (make it faux please) and there are so many colours and styles to choose from now that it makes buying very easy. Brown and grey mixes are a great way to go, as they will go with most outfits you have (as much as I love Prada's blue fur stole *sigh*)
K and Co have some great ladies coats and jackets at the moment such as this faux fur one below;
Other good way to incorporate fur if you feel a jacket is too much, buy it in a vest - warm fuzzy layers, without being fluffy all over!
Another good investment is a trench coat - always a staple, I would get one in black and one in brown!
They can be thrown over any outfit, day or night and its such a good way to stay warm and stylish.