When I have the daycare girls, I do it one at a time. (I live in a trailer so the driveway is right next to the house.)
I get all the kids dressed (if they have velcro closures, I use those instead of the zipper to speed things up), and then take out G, who sits in the middle. We get to the car, I take off her coat, strap her in and put the coat on backwards. I turn the car on. (For the radio as well as the heat)
I run back in and grab either DS or A, and head back out. (Generally DS... A gets touchy if I leave her in the car without me for more than a couple of minutes!) DS has a car coat (Fleece and nylon and FITS WELL - anything even slightly too big is too much fabric for the straps), and is RF'ing, so I plop him in and strap him up.
Run back in again and get A (she's too big for me to carry, so this is the slowest part) and walk to the car. She has two coats, one is fine under straps and the other is NOT at all. If she's wearing the "good" coat, I strap her in. Otherwise, I sit her in, take off her coat, strap her in, and put her coat back on backwards. By this point the car is generally getting warmer, so she usually throws it back off.
Takes me about 15 min.
If I needed to bring snowpants with, I would pack them in a bag and carry them out when I got A. (That's also when I lock the door and stuff like that.) They wear their hats and mitts and boots to the car. I carry DS so that I don't have to take his boots off.
I used to do the coat trick with the daycare kids, but when A got her "good" coat I realized that she was too loose in the straps, and started taking coats off.
Velcro Closures are great for coats if you are only running in and out of the house/stores/library.