I got Whistler a "Rambler Coat" from Pets at Home about £14 windproof with a light fleecey inside which keeps him a lot cleaner in this mankey weather.
Is so light and fits well and so he does not get too matted or wet on his way in to the office at 6:30am.
Its a lot better than his waxed cotton that catches on things, its by Three Peaks (Large for a Cocker Spaniel), I would recommend it for non teflon fur dogs that take ages to dry!