The ski jacket is the way to go. However, I question your need to have only one jacket. Maybe its because I live in a cold climate, but I have a few winter jackets in the closet. Mostly a nice one for wearing around town/commuting and a ski jacket. My nicer looking jacket isn't even wool, but it is thigh length so its nice and warm. I bike in it down to about 10 F. Below that I grab the ski jacket for skiing or other active winter sports.
Just have a jacket (or two or three), don't worry about it, and when you need to replace one, replace one.
And I second the recommendation that you be able to layer under your winter jacket. That's the real answer to staying warm. It's not the just the jacket, it's everything else, too.