What kind of winter clothes do I need to buy for winter in NYC and from where & when do I get them? (Cheaper the better)

Coat. Wool coat. Absolutely gloves, how thick or what material depends on how your circulation normally is. I have some friends who somehow get by spending the entire winter with their hands in their pockets but this sucks. I have horrible circulation so I get leather gloves lined in lamb something or another. And even with those I keep my hands in my pockets or I won't be able to feel my fingertips. You will want scarves. You may possibly want a hat. You will also definitely need lined water/snow-proof boots. As for when to buy it: whenever you start getting cold, but I'd suggest waiting until October at the very least, when the winter lines come out in full force and lots of stores have sales trying to entice you into their store for their particular winter wear. Just to keep in mind: sometimes we have somewhat mild winters (last winter was downright spring-like) but you want to be prepared for the days when it's 20-odd degrees (Fahrenheit) or less, with wind chill; snow and slush everywhere in large drifts and piles and puddles; and the wind whipping across your face and ears.

The answers here are excellent. I will add that as someone moving from a warm climate, consider buying long underwear ("long johns"). I moved from tropical Taiwan to Canada as a child and it was a lifesaver. If you are acclimated to warmer climates, you will feel much colder than native New Yorkers, at least until you adjust.

I moved from a milder climate (Pacific Northwest) and went to Columbia as well - welcome to the city! Since you're going to college, don't worry too much about "formal" warm clothes. Sorry, I'm not sure if you're female or male, so a few of these may not apply, but here are my recommendations: 1) tights/thick leggings (for girls). They even make fleece-lined leggings, which are incredible. As a cost-saving bonus, you can wear a lot of your warmer-weather clothes like skirts and dresses into the winter, just by wearing thick leggings and boots. Buy them anywhere, or even online. As mentioned in a previous answer, you can also wear tights or long underwear underneath jeans if it gets really cold. I've done it before but you tend to get too hot as soon as you go inside anywhere, so I don't recommend it unless you're going to be spending a lot of time outdoors. 2) brown or black leather boots. Get boots and thick socks. Try DSW for lots of options. make sure they are incredibly comfortable and have good traction on the soles. 3) rain boots with a removable fleece liner. I cannot emphasize enough how much you will wear these. Wear them without the liner in the fall and spring rainstorms, and then add the liner and they turn into snowboots! Once you get inside, you can even take off the boot part and walk around your dorm in just the fleece socks. Again, try DSW or any shoe store. 4)  A wool or wool-like peacoat. Try any department store, like Loehmanns, Nordstrom Rack, or Burlington Coat factory, or for cheaper options try H&M or Forever 21. 5) A water -proof or -resistant coat with a hood. Try a quilted one for more warmth, maybe with fleece or faux fur lining the hood. Same coat options as above, or for a more expensive but much better quality coat, try The North Face. 6) Sweaters or cardigans that you can layer! In New York, many buildings go overboard on the heat in the winter, which means that you bundle up to go outside, but when you get there you start sweating and overheat quickly. Layer or get a thick enough coat that you can wear short sleeves or a light sweater underneath. 7) Scarves and hats. Personally, I think they sell great ones out on the street, or at any craft or street market. 8) Gloves. Essential. Pockets won't cut it. If you're a big smartphone user (who isn't?) get capacitative gloves so you can keep them on while using your touchscreen. They cost $15-$30 and you can get them online or in many stores. That should get you started! Good luck at Columbia :)

Get a knee long puffer with a hood. I got mine on sale from Bloomingdales. It's been a life-saver.

I wear a technical shell. Waterproof, windproof, and versatile. Look at a 3-in-1 system, where you can wear the fleece liner alone, the jacket alone, or the two together to form a warm jacket (comfortably down to 30°). Oh, and one with a really nice hood. Also, waterproof shoes, boots even better. Rain pants if you you wanna go nuts, but not necessary. A thin, synthetic base layer. Keeps you warm outdoors, barely notice them indoors.

Uniqlo has everything and is reasonably priced. Better quality H&M so you don't have to feel bad about ditching your clothes after 1 season. Not horrible quality either. Instead of earmuffs, 180s are much more practical. I also have expensive outer wear for mountaineering - NOT necessary for NYC. Get a pair of Merrills as a casual shoe in winter. Most Uggs are NOT waterproof don't assume they are winter boots because they have shearling. For ladies, this coat is nice for the winter http://www.backcountry.com/the-north-face-triple-c-jacket-womens?CMP_SKU=TNF7625&MER=0406&CMP_ID=GAN_GPLA&003=8219600&010=TNF7625-FIGGN-XS&mr%3AtrackingCode=C89A758B-9CE7-E111-A87C-001B21A69EB8&mr%3AreferralID=NA&mr%3AadType=pla&mr%3Aad=32627594505&mr%3Akeyword=&mr%3Amatch=&mr%3Afilter=54720321705&origin=pla&gclid=CNC83Lr1yLQCFYuZ4AodGSkAiA

Buy pea coats, puffy coats (Burlington Coat Factory, http://ae.com, Macy's), snowboots (http://ae.com, DSW); thermal underwear is a must and that you can find it at walmart or target. You gonna need earmuffs, hats, scarves and gloves also, look at the ones from H&M (http://hm.com). Remember to layer clothes (i.e.: underwear, thermal underwear, jeans, long sleeve shirt, sweater or vest and your coat); then comes all the accessories like snowboots (I live in Texas and I use them even when it is not snowing... I like comfy and warm feet at all times), hat, scarf, some gloves and you're ready to go. Best time to shop is during the fall-winter season. You can find markdowns on these cold-weather outfits from mid January till February, right before springbreak season. Good luck (:

There are lots of places to buy warm clothes in New York. You need a heavy jacket or coat, a couple sweaters (to change from day to day), jeans or pants, and some kind of boot for when it snows or rains. Get a knit beanie hat to keep your head warm, a scarf or two, and two pairs of mittens (you will lose one pair). Mittens keep your hands warmer than gloves, and if you are really sly you will get the kind with a mitten flap over the half-fingered gloves.   Wool is warmer than cotton, and it retains warmth even when wet. But you can still find warm stuff made from acrylic or whatever. Be careful about overdressing because you will invariably spend lots of hours in overheated rooms, and it's nice to be able to take off your sweater and feel comfortable.

Some shopping tips for guys for the items that have been listed already: Layers - You want to be warm when you're outside, but not sweating to death when you get inside, that's why layers are key. Check out Uniqlo, they have locations all over the city now. They sell great winter basics (long underwear, scarves, coats, fleeces, etc.) for affordable prices. Gloves - When shopping for gloves, make sure they are not too tight, this will lead to cold fingers. The extra space in between your hands and your gloves is key to air circulation and maintaining the warmth, that's why mittens are really warm. Scarf - A long one that you can wrap around your neck and then some. You don't want any open spaces between your scarf and coat neck where the cold and wind can creep in. Hat/Beanie - Get something that covers your ears, unless you want to get a pair of earmuffs too. Fleece beanies are pretty cheap, really warm and easier to wash. Coat - Go with 100% wool one and/or a real down coat. It's a good investment that you won't regret. Unless you plan to layer enough so that you don't feel the biting cold wind. 100% wool and/or down are very wind proof, anything less will let the wind pass right through. Shoes/Boots - If you can't get waterproof shoes, you can buy a can of waterproofing spray. Make sure you spot test it if you have leather shoes. Also make sure you have shoes that have rubber bottoms for those days when there's packed snow and ice on the ground. General warning: Watch out for the slush puddles on the street corners, it may look like solid ground, but if it snowed in the past couple days, you will find yourself ankle deep in cold slush!