Igros Moshe (OC IV, 75 s.k. 3) says that the halacha follows the taz, and it is indeed permitted to wear a man's garment to protect from the cold.
However, the Chochmas Adam, who is widely considered the authoritative decisor in aspects of Yoreh Deah, states (CA 90, 3, and nishmas adam there) that there are two distinct prohibitions.
If a woman wants to wear a man's garment, it is forbidden, regardless of why she wants to wear it.
If she wants to perform an action which only men do, she is permitted to do so if she has a good reason, since she does not intend to use it to look nice or to imitate a man. Therefore, she is permitted to use a man's walking stick so she won't fall, but not if she wants it to look nice. A man is permitted to shave hair which women usually shave, if he does so to avoid skin irritation in that area.
This hinges on how to understand the prohibition on a woman to wear weaponry (gemara nazir 59); see their logic in the sources cited.