Parkas - Down Jackets, Winter Coats for Cold Weather - Extreme cold weather coat, the outer shell layer
There's no such thing as bad weather - only the wrong clothes.The shell layer takes the direct battering from the elements. It should be at least windproof and preferably waterproof too (but see below in very cold temperatures). Antarctica is the windiest place on earth, so don't skimp on this or imagine that you can get by with an outer garment that is "pretty windproof". Antarctica does proper wind. Proper biting - gets through every nook and cranny - straight to the bones - wind.
Some garments such as duvet puffa-style jackets have a wind-proof outer nylon layer but are not waterproof. This has the advantage of making the garment softer, more pliable and comfortable and of also keeping the cost down. Water-resistant or water-repellent are fine if you will not use the garment in extended wet conditions or and will have the opportunity to dry it out between uses. In very cold conditions, waterproof is not necessary as there's not a lot of liquid water about!
500 / 600 / 700 fill down? The number is a measure of "fill power". This measures the amount of space taken up by one ounce of down. Take one ounce of down, compress it and then release it - on release the down will expand and fill up a volume, this volume in cubic inches is the down's "fill power". The higher the number, the higher the quality of the down - generally. This fill power is what gives the down its insulating properties.