Your choice of a jacket depends largely on when and where you'll be wearing it. Cold, snowy days at the ski resort will demand one type of jacket, while cool, sunny fall hikes call for something entirely different. The right choice will keep you warm and dry, will fit just right, and have all the features you need. Once you've identified your essential requirements, you'll find plenty of choices that fit your personal style.
Identify the primary use of the jacket. Ski and snowboard jackets have a certain set of common features that are great on the slopes, but may not work that well in other settings, like a spring hike or climb. Technical shells, insulators, or rain jackets have just the right features and design for specific activities or situations.
Some activities only call for a jacket that's water-resistant, but if you plan to get outside in nasty, wet weather, you'll want something with highly waterproof fabric (20K+) a breathable membrane, and taped seams.
A fully insulated down or synthetic jacket offers the warmth you need for very cold days or times when you won't be moving much, such as riding a chairlift. An uninsulated shell jacket is more versatile because you can tailor your layers underneath it to suit the conditions; it's also a better option for activities where you're constantly on the go, such as cross-country skiing or hiking.