OP...
You do need to make sure your winter clothing is top notch, so that when you do go out you are as comfortable as possible.
In your post, you mention a late baseball practice. I would wear my flannel lined jeans (a silk set of long johns if it is outdoors) good socks, a long-sleeve t, a sweater or fleece jacket, good gloves, a hat, a scarf, fleecey lined boots and my stadium Land's end coat.
I only wear my Land's End Stadium coat when it is below 20'; I affectionately refer to it as my ugly coat, but it's worth the loss of style and the money in warmth. I do have Columbia jackets for quick in and out runs, but if my legs and tush are cold, I'm freezing.
I always try to buy when stuff is on sale. This year I'm seriously looking at a light-box and possibly UGS.