I just ordered a pair of vegan shoes online. I live in Germany though, and there are some companies that produce vegan shoes in Europe. One of them is called Vegetarian Shoes, and they have really nice ones. Airseal also makes great vegan shoes, they look like Doc Martens. I found the links on a German veggie-board, but if I just put 'Vegan shoes' into a search engine, it pulls them up as well. That would be my suggestion to find out if there are vegan shoe companies in the U.S.
As far as coats, I have a synthetic down coat that is extremely warm and cozy.
Edit: As far as I'm concerned, there is nothing wrong with wearing the non-vegan shoes (or coats, if I had any that were animal-made) that I bought before I became a vegan. On the contrary, I would consider it wasteful as well as disrespectful to the animals that they were made of, if I would throw them in the garbage. That is of course a matter of personal choice.