I've heard nothing of those being burnt. Plenty of Debenhams being burnt down but.

Can I ask why a woollen coat is not practical for travelling? I was planning to buy one in Amsterdam when I first arrive. Thank you for the sock rec! I will be getting me some of those.

They are big and bulky. Take up a lot of room in your bag when you aren't wearing it. They also don't act as a rain breaker. To be honest you should get one big jacket/coat....i would go for a wind/rain style jacket as its much more versatile.
Wool is nice if you can afford it, but 100% wool stuff can be hard to find (blends don't work nearly as well, which is why sheep don't use acrylic fibers in their coats).
Wool [i]coats[/i] tend to be heavy - especially the water-resistant kind, such as the Austrian [i]Lodenmantel[/i], which is almost like a suit of armor - and costs accordingly.
Remember that things get lost (or possibly stolen) on trips, so you may want to opt for something a little more replaceable.
A wool sweater underneath your snowboard jacket will cost less, weigh less and you can dress in layers, which is kind of the whole secret to staying warm when it's -20 Celsius at 2 p.m. in Stockholm and the wind feels like razor blades on every inch of exposed skin.
And you haven't seen the sun in 3 weeks solid.