You asked about special sports jackets. Personally I've found that the best outer garment for cycling is wool. I just received a wool jersey for Xmas and it is wonderful.

But you don't have to have a fancy jersey, a sweater will do perfectly. Merino and cashmere v-necks work really well. They breathe well, keep warm even if wet, and don't stink like synthetics. You can find them cheap at big-box stores or the local charity shop.

And keep riding!