Suz, 1) you should totally come visit and thrift and 2), you may be right - maybe everyone else is like me and seduced by the turtlenecks and cords and then donates them barely used when they realize that they don't really need more than one or two pairs, and the same with heavier coats, so they all end up in the thrift store in great shape. Winter here is definitely not the same as winter other places, but we have a lot of damp cold and it depends a lot on where you are precisely.
Until I moved here I didn't understand why jean jackets were so popular - in Indiana, it's either hot and it stays hot at night, or it's cold and you want something more than one layer of denim. Then I realized that in the west it gets cold in the mornings and at night even in the summer and a medium-weight layer is really handy.
My sis-in-law is allergic to wool and I used to buy her non-wool sweaters a lot - cotton, acrylic blends, whatever - because you can buy them here nearly year-round but back in the midwest it's all wool and wool blends in the colder months.
Mrs E, my DH is one of those guys that runs warm - the heaviest coat he ever wears around here is a lightweight fleece, and that's only for midwinter. Usually he's in shirtsleeves and he doesn't even wear long sleeved shirts. I think we'd have to move to the Yukon for him to wear a sweater.
Claire, I'm trying to get better (i.e. less guilty) about thrifting something, wearing it only a few times, and then donating it back again. I used to feel really bad about it but sometimes you find something that fits your need better, or sometimes you just had an impulse that was a little off. At least with thrifting I haven't invested too much $$ - I've spent more money on stupider things, sadly!