Personally I feel that jackets period are not very tactical. I hat wearing my duty jacket in the winter but I have too. I would rather layer heavy underneath. I know at some point you need one when it's super cold or rain/snow. Most times I just wear layers and a heavy sweatshirt.

I picked up a milsurp jacket from Sportsman Guide for $19 that is Tacteriffic. They have tons of stuff on the cheap that are probably as good as the name brand stuff that costs a bunch.

I have a several of Cabelas Wooltimate outerwear and these may be what you are looking for. I have the jacket, the 1/4 zip shirt, the hoodie and the vest and I love 'em. Warm, comfortable and very easy to move around in, like I am unencumbered. They are a light camo color but I live in the woods so that doesn't matter, but I would wear them to the city, too. The wool blend material is quiet so I feel very stealthy when I'm sneaking around, so I guess you can call them tactical.