Winter coats are designed to retain heat and resist cold exteriors.
Thermocouples / thermopiles take a temperature gradient and convert it to usable electricity.
There's a perfect opportunity to kill two birds with one stone: install a thermopile into a winter jacket that will keep you warm while powering your gadgets!
There are a few things you could do with this power. Have some built in wearable electronics - perhaps add a thermometer and display to show the temperature. Or, you could store the charge in a battery that you could then use to recharge gadgets via USB (which would be great for people hiking and adventuring in cold places). Or, if your goal was to be fashionable and not practical, you could use the thermocouple power to light the jacket with LEDs or EL wire.
How do thermocouples work? Well, it's true that they convert a temperature gradient to power. Unfortunately, due to the Peltier effect, this conversion will reduce the warmth of the jacket when it gets converted into electrical energy. So, you'll need a thicker jacket than normal - but, you'll be getting power without any extra effort, so it's definitely worth it for adventurers who need power!
As it gets colder here in Pittsburgh, we're considering making one of these for ourselves. As always, we'd love to hear your thoughts and ideas in the comments!