I prefer a two-shoulder carrier under a coat for small babies in winter weather -- or for bigger babies when you're not going to be taking them out and putting them down. I think a one-shoulder carrier is a lot more challenging under a coat because baby is more off to the side and the coat fastens in the middle.
A one-shoulder carrier like a ring sling can work with both you and child in your winter clothes if your child is going to want to get down and run around, but you need to be careful to get a secure seat in a hip carry with all the extra layers confusing things. A ring sling is better than a pouch in this instance.
There are some very cool cold-weather babywearing solutions out there, both ones you can buy and ones you can make. For example, there's the Peekaru vest and Peekaru coat, by TogetherBe, the Suse's KinderCoat, the MamaJacket, and more along those lines for wearing baby under.
For "over" solutions, CatBirdBaby makes a great fleece snap-on cover, and Monkey Pockets makes snap-ons in wool etc.
If you are crafty, you can make your own. My sister got a bargain on a down coat off ebay and made her own bw jacket (for NYC winters) and she's also made lighterweight BW jackets from fleece jackets.
There is a whole sub-forum on babywearing clothing at The Babywearer:
http://www.thebabywearer.com/forum/f...play.php?f=169
And a DIY forum, too; here's a link to the thread with my sister and the coat she made:
http://www.thebabywearer.com/forum/s...d.php?t=185869
HTH!