I personally am a big fan of Chilly Dog coats. Both of my Dobes have a Chilly Sweater each, and I also got all three dogs a Great White North coat each this year because our winters can get so cold. Some people worry that the GWN isn't insulated well enough for bitterly cold temperatures, but I think it will be. The dogs create enough body heat when they're running and playing that they were almost warm enough in just the sweaters, and I don't take them out for a run in 30 or 40 below anyway. If it's any colder than -20 we generally stay in aside from potty breaks.
Cozy Coats also looks like they make some really nice winter coats. I've never tried them as I really like the fit of the Chilly coats, but they are another one to look into. Members of my other dog board have also said good things about Shedrow dog coats.