We live in Minnesota and are very active in the winter with Abbey and Gus. As a result, we've been through various boots and jackets until we've found those that work really, really well.
For boots, we use Muttluks...and they actually stay on! http://www.muttluks.com/
For winter wear, this snowsuit is amazing. It's shown with a harness worn over it. The company is great too, they send me a swatch of the fabric so I could see just how wind resistant and water repelent it is:
Actually, I'm ordering the jogger for each this week, as it's perfect for the cooler temps of fall and spring--the arms are what sold us, it just keeps their legs and whole body so much warmer.