Windbreakers wont necessarily keep you warm. They are basically just nylon with no insulation or anything. At least, in my experience they are.
I've heard good things about the eS coaches jacket. It a regular windbreaker but has some pretty good insulation lining it.
I'm sure Volcom/Matix has something right up your alley.
As far as ordering goes, some places to check out would be SkateWarehouse, Plusskateshop, Tactics, Libertyboardsupply. Those are my go-to's.