I've haven't spent much time in the NE in winter but it gets plenty cold here in CO, I work in the oil field so spend plenty of time outside in the winter.
Even the heaviest coat will leave you cold if you don't layer, so I tend to spend the most on my base layers. Good wool or sythetic. I like icebreaker, stoic, smartwool, underarmor 3.0 etc.. It doesnt show up in thrift shops much (kinda like underwear who wants to buy that used) but steepandcheap.com has them on clearance, especially in summer for cheap.
2nd buy good socks. I like Smartwool the extra heavy trekking kind for wearing in boots, for thinner sneakers and stuff I go merino in Stoic or Teko. Once again not cheap you wont find used (not that you would want to) but ebay and the site I mentioned before they can be found at a discount.
Boots: get waterproof. If you need safety toe (or not) The Arctic Sport by Muck is awesome also the LL bean duck boots are popular for a reason.
For coats I usually wear a heavy carhartt parka and insulated bibs when working. With a good base, then jeans/workshirt, then parka/bibs and a good beanie I'm alright working outside down to -30F.
Beanies, the shoremans fleece by Duluth is the warmest I've found, cant wear it indoors more than 10-15 mins makes my head sweat.
Good scarfs are also very handy. It'll keep the wind from blowing down your collar, and you can cover your nose/ears if needed. I never understood this, and thought it was just a woman's fashion accessory until I was gifted a plain black fleece one.
I also like columbia coats they're one of the few that make big and tall sizes. I have a omni heat that is almost too warm for most days. That said I usually just wear the waterproof outer shell part most days with a few layer and do fine.
If you're hell bent on wool coats check out bemidji woolen mills
http://www.bemidjiwoolenmills.com/bemidjiwool.php I have 1 coat by them, great quality and way cheaper than the usual go to Filson.
Also your first winter will be the coldest, after you acclimate it won't seem as bad.