Up here in Canada it can get pretty cold. Just this year I bought bib, downfilled work overalls and they are pretty close to the UPS brown. Cattle farmers are wearing them all the time. They work great.
We are held pretty tight on the uniform standards though. Modifications are only passable when it is extremely cold, otherwise, only issued uniforms are acceptable.
The UPS Canada president toured our parts a couple year ago and we asked him if it was acceptable to wear ski pants. He was pretty outspoken so he said only in extreme cold. They couldn't be bright orange or say "Screw the man" on them. It was a pretty good laugh!
We did get hats made up a while ago from an embroidery company with the logo on them. Not even sure if it was legal or not to re-produce the logo, but they did it for us. Way better than the big farmer style hats issued to us. Mgmt can't even tell the difference, they just fit better.
By the way those "nylon stocking" hats you refer to are called touques here in Canada and everyone wears them.