Of course, when you go out you can't bring out those comforter... lols! That's why, shawls or cozy jackets are made. But as for fashion today, I rather go with the shawls.
For me, this is a very easy to bring, you can just put it in your bag if you're not cold, or wrap it around your neck or shoulder whenever you feel like it. It's more of a on the go accessory. I like knitted ones, 'cause they really make you feel warm.
I don't think there's no one who doesn't have these, right? It's becoming a luxurious necessity... what a term!