In this season I am commuting and running small errands almost exclusively. I wear my jeans and toe clips to hold them out of the chain. I wear some cheap gloves, thermal shirt and a coat and one of these:
My commute is through a semi-rough area at midnight. I get a good laugh when I stop behind someone at a red light and they immediately reach for their locks. I couldn't be further from what they probably assume about me, but I don't blame them either. I posted a picture of me wearing it a long time ago.