Winter coats and car seats

what do you do for the kids in the winter? I know you’re not supposed to put coats on and put them in the car seats but it seems crazy to constantly put them in and out of a coat at every stop? What are other mamas doing as we go into the cold season? I’m in Canada, and currently I’m just putting my girl in a toque and then have a fussy blanket over her in the car but that’s not going to work as we get colder and I’m running in and out of stores etc.