This lightweight, waterproof/breathable and windproof jacket (or shell) has been a staple of my hiking and skiing trips for years. Just add layers underneath depending on the weather (and avoid cotton), and you'll be prepared for most conditions.

Marmot makes quality gear that's not super expensive (these jackets are typically on sale for around $100). This jacket plus long sleeve layers underneath will work just as well as a heavier, more expensive jacket, and will be more versatile for warmer weather as well.