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Single-layer insulated clothing has a higher warmth-to-weight ratio than a multi-layer system and is less restrictive for active use. Offsetting these advantages is the limited temperature range where your insulated garment will be comfortable.

Some weight-paring zealots adopt a “walking sleeping bag” approach to cold weather camping. They wear insulated clothing; booties, pants, and jacket to bed, adding only a sleeping pad and a light sleeping bag. This technique isn't for everyone – clothes can absorb body moisture and oils, but proponents argue there's no reason to carry duplicate insulation.
Down provides the best warmth for weight of any insulator. It is more resilient that synthetics, and withstands the stuff-and-fluff cycle of regular use. Though initially more expensive, it can be a lifetime investment if properly cared for. But, beware moisture. Down loses much of its insulating value when wet, and it is slow to dry.
Fill Power is a measure of down quality. All other things being equal, a parka with a higher fill power is lighter and more compressible than an equally warm one made with lower quality down. Fill power is measured in cubic inches per ounce. A lofting power of 400-450 is considered medium quality, 500-550 is good, and 600-700 is excellent.
Synthetics have the advantage of good performance in wet conditions. Synthetic insulators are made of a web of crimped polyester fibres that trap dead air. They absorb little water and dry out quickly. Even when wet, they maintain much of their original insulating value. They are cheaper than down, easier to care for, and non-allergenic. The downside is that they are also heavier, bulkier, and not as warm.
Materials include nylon, polyester, and Teflon laminates. Nylon and polyester are windproof, breathable, and downproof. They have the added bonus of being light, stuffable, and relatively inexpensive. Laminates such as DryLoft® make the fabric highly wind and water resistant, while maintaining excellent breathability. This keeps any insulation performing at its best, even in foul weather.
The way an insulated garment is sewn can dramatically affect its warmth.
Beware any published clothing temperature ratings. Absolute temperature ratings are an unrealistic measure for insulated clothing. Your fitness, body fat, diet, and activity level will affect the warmth of a garment, as will the environment that surrounds you.
Ducks, plumules, and loft: All About Down
Batts and shingles: Synthetic Fills