Any store will do..
It does get cold here, but keep in mind it's not freezing indoors where you will spend most of your time. My daughter hates sweaters, and anything to confining and overheats easily. So she likes to wear a teeshirt, with a zipup jacket type or sweater she can easily remove. We do alot of layering.
As far as outside attire. The brand Columbia is very well known and holds up but it's also pretty spendy. Children's Place sells really nice winter coats that are thick.
I myself call me crazy but don't wear winter coats unless I plan to stay outside for a period of time. I just run around in a sweatshirt because I'm usually in and out of the car or buildings.
You'll get use to our cold pretty fast, once your here for awhile it won't be a big deal. I use to spend my summer's in Atlanta and my school year here in Minnesota from one extreme to the next and always adjusted just fine.
For your 3mo. old I would buy a carseat cover/warmer and skip the snowsuit, it will keep your child very warm and toasty without the hassle of a snowsuit.
With your other children you find they don't fit in their carseats well with big thick coats, you can either find a warm thin coat, or put them in their carseat and give them a blanket.
When they're little and not in school they don't use their boots and snowpants but a few times so you may want to look into second hand. We have lots of thrift stores, and a used children's store called Once Upon a Child for a fraction of the price you can find gently used clothing.