Looking at the pattern that you have selected, what you want to buy is a heavy shell fabric, probably a waterproof breathable. That's what you would see in RTW for that style. Good choices are gore-tex, coated supplex, ultrex, etc. They are surprisingly easy to work with, but use a thin, sharp needle.
I have bought mountains of fabric from www.rosecitytextiles.com
for every possible athletic/outdoor clothing purpose - they have incredible prices and selection, but can be a little confusing to order from at first, because the site is more oriented to wholesale customers. If you call the home sewers division, though, they can walk you through it (Annette Leiser, 503-224-5666 ext. 111). The benefit is that you will spend half what it would cost through Textile Outfitters or Malden Mills.
At RCT, if you go to http://www.rosecitytextiles.com/product-browser.aspx
and select W/P/B/ TM they list about a dozen different types in various weights and colors, but at that point it's best to get on the phone to Annette to find out what will work, and get some swatches.
If you want to use powerstretch, which is a nice option for X-country ski jackets; or one of the "soft-shell" fleece fabrics, I would choose a different pattern. Jalie has several that sew up really well - I have made a number of their patterns and am always happy with them.