Both of our boys wear the down sweater coat from Patagonia. They are a little pricey and you can find deals if you shop off season online. They are very light! I actually have one myself so I have an idea of warmth. We wear those in the 30-40 degree weather.
They each also have the boys down coat from Hanna Andersson which I bought on sale earlier in the year. Those are definitely warmer and more roomier to fit over their snow pants. We use those below 30 degrees F and mostly for ski lessons, etc.