I like Schneiders blankets. Horsewear at Schneider Saddlery
They hold up well and are reasonably priced. Most of the blankets that I have purchased from them have been around $80 to $90.
I use medium weight blankets which usually run in the lower 200's as far as fill. Anything close to 300 grams and over is a heavy weight blanket. I live in Virginia and we still get some nasty weather in the single digits (F). My horses are out 24/7 with barn access, and they seem just fine.
Make sure that your blanket says WATERPROOF, not water resistant or weather resistant, if they are going to be out in the rain.
Denier does not have anything to do with how waterproof a blanket is. Denier has to do with the strength of the fibers in the blanket. The higher denier, the more abuse a blanket can take, such as biting and pulling from both the horse wearing it and other horses.
A good fitting blanket will cover the horse completely without his bottom hanging out the back. Look closely at the shoulders to see if it is tight. If it looks like it is pulled tight against his shoulders and chest, this could cause rub marks on your horse.
Since all horses are different, what works for my horse may not work for yours. It is all trial and error until you find the one that fits your horse the best. Most places will let you return a blanket if you just tried it on your horse and did not get it dirty. When trying them out, put a bed sheet on your horse so that the blanket stays clean.