Josh,
If you can't fill up a jacket, you should get a long-sleeved umpire shirt and just wear some under-armour cold gear underneath. I do this a bunch when I work the plate and it feels great (although I own a 3X jacket because I like the room. My shirts fit perfect at 2x).
http://www.gerrydavis.com/Merchant2/...ry_Code=SHIRTS