Let's take some time to go over down jackets, and why you should be adding at least one to your winter wardrobe. Down comes from the plumage of geese and ducks, and offers the best warmth to weight ratio compared to any other types of insulation. There are other technologies out there that are getting closer to matching these low-weight and heat retentive natural feathers, but for now, down is the best option for going lightweight and trapping as much heat as possible.
When of the great benefits to down is that it's not only lightweight and retains heat, but it's very compressible and will hold its loft for a long time. Like years. This makes down extremely convenient for hiking, backpacking, and other travel, as you can compress a down jacket very small for easy storage. Many jackets will allow you to compress itself into a pocket, where you can zip it up and create a pillow. That's an awesome feature for you hikers out there.
There are tons of different types of down jackets out there, so it's super important that you choose one that best fits your needs. If you're into winter skiing, alpine climbing, or any other cold weather activity where the down coat could potentially get wet, then I would suggest checking out a jacket that would be best used as a mid-layer, underneath a shell. You see, the drawback to a down jacket is that the plumage, or feathers, do not retain very much heat when wet. Down can also take a long time to dry. We're talking hours, and even days, depending on the conditions.
That being said, in recent years, brands have started to come out with what is being called "treated down." This is where all of the individual plumes are coated with a water-repellent treatment. This treatment helps to negate the effect that water has on down when it gets wet. Another option for wet conditions is to go with a down jacket that includes an outer layer which is waterproof. Many of the top brands in the outdoor industry have started to include these technologies in their jackets over the past few years.
Now, if you're going to be doing some serious mountaineering, you'll want to get one of those super puffy jackets. Those create a ton of loft, which is the true measurement of how warm a down jacket will be. If you're commuting around town, you can totally check out coats without a ton of loft. If you're hiking or climbing, and really looking to save on weight, check out some of the ultralight down jackets that work great as mid-layers, pack down small, and save on weight.
A common misconception about down is that the fill value is used to measure how warm a jacket is. That is totally false. Sorry. Fill value is used to measure the quality of the down that is being used in the jacket. The higher the fill value, the higher the quality of the down. A higher quality down means that it will have a higher warmth to weight ratio than a jacket with a lower fill count. That means, if you want something super warm, the puffier the better.