My experience with Uniqlo's cold-weather lines (fleece, HeatTech Ultra Warm, etc.) is that they run out of them while there is still plenty of cold weather to go, but maybe they're doing better with this now. Their website is a better bet than one of their b-and-m locations.
I would also second JK's suggestion of a sporting place. If you have one of those big emporiums nearby that specializes in things like skiing, camping, kayaking, they often have gear -- sometimes surprisingly good-looking pieces - that doesn't follow fashion's calendar of "nothing but bathing suits from February onward."
