Windstopper works really well. It's available in many brands. I have a Mountain Hardware beanie, Outdoor Research clava; MH, Marmot and Gore Bike Wear jackets; a Castelli jersey; GBW leg warmers.
Robert Gore and colleagues invented "porous Teflon", "Expanded Polypetrafluouroethylene (EPTF)". Windstopper is a version of this. After the patent expired, a lot of companies jumped on it, giving it their own tweaks. eVent is the most famous. If a "laminate/membrane" is in the product description, it's almost always Gore's EPTF matrix, minus attribution, because now it can be made cheaply without paying royalties, and who wants to spend money on developing a new chemical from scratch?
Gore's membrane is nice. It's not perfect. If you have open-weave material only, like wool or fleece, it has to be thicker (including using multiple layers) to provide equivalent warmth, but the benefit is it evaporates sweat faster, if staying drier is a top priority. If you use a totally wind-and-water-impervious material, like ordinary polyurethane on nylon/spandex, it's cheap and blocks wind 100%, but you get wet from sweat faster.
You have to factor your intentions. If, for example, you ride intensely (HR >140), ride shortly (under 90 minutes), you ride in warmer winter conditions (40s-60s), woven materials are best. Don enough layers, and they're excellent for slower, longer, colder rides.
For rainy riding, Gore's EPTF membrane has proven to be so great that the vast majority of apparel mfrs use it. Now venting design becomes important. What helps to improve bulk air flow, and sweat exit? Pit zips. (Dual direction zips that can be opened starting either at the chest or under the arm are best, but most jackets have only one-way starting from the arms.) Pockets on the side with mesh lining that can be opened to permit airflow. Velcro cuffs that can be opened to act as airflow scoops in warmer conditions. A back vent to expedite sweat vapor exiting. Dual-action front zippers that can be opened from the bottom not just the top.