I'm not a big fan of most Adidas products, but their ClimaWarm line is Amazing.
I've tried the ClimaCool line (its like Nike Dryfit) but I'm not a big fan of it.
I pretty much only support the ClimaWarm line from Adidas.
The ClimaWarm line is great at keeping you warm and dry, but without the bulk in addition to looking great for women.
I recently got this jacket and am so in love with it. I gave it a few test runs and its fantastic at keeping the elements out. You really can't go wrong with anything from the Adidas ClimaWarm line. Also Adidas prices are much lower than Nike and you can always get a good deal at the outlet. I think I got this jacket for around $35 at the Adidas outlet. You can't beat that kind of deal.
I've tried other "warm" lines from other brands, like Nike, but Adidas always wins hands down.