REI, Columbia, North Face - best protective winter workout gear?  

What brands of work-out/active clothing do you wear in the winter? I am hoping that I will continue to run in the fall & winter (outside, because I don't have a gym membership) and I'm curious to know what brands of clothing you wear. I know that some are more efficient than others, and I would love to hear what you have to say about them. I've heard great things about North Face, Puma, and REI - but those are all extremely expensive brands. If they do the job, though, I would imagine they'd be worth it!

What about you? Do you buy specialty workout gear? Or do you feel like all brands are the same? What do you wear in the winter when working out/jogging outside?