I have had down, polyfill, fleece, shearling, you name it. For my money, nothing equips me for a Minnesota winter better than a Filson Double Mackinaw:
Double Mackinaw Cruiser | Filson
My sweetie gave me one for Christmas about eight years ago, and I have lived in it all winter ever since. Rain won't hurt it. Sparks from a pine campfire won't hurt it. If you leave kibble in the pocket, the dogs will hurt it, but that is about all except for the inevitable wear and tear of years of hard use. You can layer underneath it, but usually won't need to until the wind is howling and the temp is below zero. It is heavy, and you will probably want to lay it on a stump or something if you are working hard.
I am about due for another.