If your main goal in life is to never, ever be cold again, I'll suggest two things: move to the equator and get a North Face insulated jacket. Find North Face winter jackets for men, women, and kids. The North Face makes superior cold weather outwear, including ski jackets, down jackets, and technical jackets, to keep you comfortable during any outdoor activity.
If there's anything I know about North Face outerwear, it's that North Face Down Jackets provide one of the the highest warmth-to-weight ratios around these parts. The North Face Down Jackets use high-loft goose down fill that traps body heat to regulate your core temperature. Plus down keeps insulating even when it's wet. For the ultimate North Face Down Coats, check out the North Face Nuptse Jacket. This high-loft down coat is insulated with 700 high fill goose down for extra lightweight warmth. The North Face Aconcagua Jacket features 550 fill goose down and DWR (Durable Water Repellant) finish to shed water.
For a super-versatile insulated North Face coat that can go from fall through winter and into spring, definitely check out the North Face TriClimate Jackets. These North Face coats are just about the smartest thing ever, because they're basically three coats in one. Hence that whole TriClimate thing. A North Face TriClimate Jacket features an exterior shell and a zip-in insulating layer. Both the outer shell and the inner insulating layer can be worn alone as a separate jacket.