I was actually just talking about this topic with my advisor, as we have our interview weekend coming up. As someone earlier also suggested, my advisor said a student's answer to the question of where else you are applying can indicate whether you really are focused and know your stuff, or if you have kind of been just applying anywhere. In the past, my advisor has given an offer to a student who said they were very interested in our lab, to later find that student went to work with someone else who does something completely unrelated to the work our lab does! When I went through interviews, I never received the follow up question of "which would you choose"-that would be a difficult question to answer! By the time I was asked where else I had applied, I was in the later stages of the interviews and was able to say something like "at this point, I'm only seriously considering X and Y", instead of giving a laundry list of everywhere I applied or interviewed. And in fact, that question came from my now-advisor, so giving specific examples did not hurt in my case.
With regard to dressing for the cold weather (ugh, I'm somewhere where it's not even 10 degrees today
), I would suggest you bring warm boots to wear for campus tours if possible, and to have warm gloves, and a warm jacket! If it's going to be snowing, a hat will prevent you having to sit with wet hair all day if you do go on a tour or are outside for whatever reason.