The 3 in 1 north face is suppose to connect to each other with snaps not zipper. I don't know if its a better way but from the reviews I've read that seems like the case.
One of the problem with wearing a thick ful sized jacket over here is because there is a huge tempature difference during the day compare to night. Compmor.com have a good selection of jackets on sale. Some at over half the reg. price. That's why I'm thinking about getting one before I actually need it.
Like you guys mention, the key is probably layers. but a shell that is weatherproof is almost a must for any serious winter outdoorsman.