Depends a bit on how warm, how waterproof and how big you need the coat to be.
Target carries "Boots and Barkley" brand dog wear and the puffer coats for about $10-15 are surprisingly warm and will actually fit medium to large-ish dog ( I used one before on a 55 lb pit type) but durability is unknown.
Ruffwear and Hurtta make high quality, not cheap coats. Some completly waterproof.
Lots of horse supply companies will have coats that are basically scaled down versions of horse blankets. These may not be waterproof and may not be great for active wear but are often warm, reasonable price and can fit large dogs. Heck, a giant breed could wear a weanling sized horse coat
If you know someone handy with a sewing machine, a child's fleece jacket can be cut down pretty easily to make a dog sweater. Not wind or water resistent but great for chilly homes or short haired dogs on moderate cold weather walka