Uniqlo Cotton Blend Knit Sleeveless Dress Wardrobe Icons This one is for everyone whos asked me what kind of coat they need for a Chicago winter., The answer is it depends because winter here can be 60 or it could be 20, so Im breaking it down for 21 Things to do in Chicago in the Winter (And What to Wear!) Chicago's Finest: Street Style From The Windy City O.N.S Manual How To Dress For Chicago Winter Find Your winter dress For all the ways you love to dress.