Oh, dear. Its always the "stylish" part that gets problematic. Anything else is very do-able. You also throw me a second wild card the "expedition" part. To me thats a -30 degree down parka that has about six inches of loft, but Im pretty sure thats not what you have in mind. For hiking, skiing, and so on, you need something thats warm but has enough versatility to handle some exercise.
One interesting option is something such as Marmots new Headwall Jacket ($350; marmot.com). Its a two-ply jacket that uses Gores new Pro 2L shell material, which is very light, waterproof, breathable, and tough. The Headwall also has insulation in key areas around the torso and elsewhere, where you most need it. So its fairly warm and extremely weatherproof on its own, and you can easily add warmth by layering up with a light sweater. Lots of pockets, removable hood, other cool featuresand it looks good!
For a little more warmth but a little less versatility, you could take a look at Mountain Hardwears new Womens Windstopper Insulated Jacket ($240; mountainhardwear.com). It has a breathable but windproof and water-resistant Gore Windstopper shell, with lofty insulation similar to Primaloft or PolarGuard. Kind of plain-looking in a parka-ish sort of way, but not too bad.
One other approach is to get a 3-in-1a piece that consists of a shell and a complementary fleece liner. Wear them together or separately depending on conditions. The North Face makes a nice one for women, the Banshee Jacket (thenorthface.com). Its $279, and has a waterproof-breathable shell plus a lofty (as opposed to fleece) insulated liner/jacket. It includes many pockets and other features such as a powder skirt to keep out snow.