I live in a cold, rainy city in the winter (actually, more than half the year) and I'm going to a big warehouse to dance. Once I start to dance, I get warm. I'm just wearing nylon pants and a light hoodie and I know when I get dancing I will need a jacket. I also don't like bringing a jacket because it could get stolen. It's such a drag going from the cold uber, cold outside line, into the warm space of dancing, and then back out again. What do you do?