Pack layers - it's less bulky than packing winter coats. We were there the first week of February last year, and for a few days it was pretty cold. We usually layered a long sleeve t-shirt, a fleece, and a heavy hooded sweatshirt (if you can find the sherpa lined ones, they are great). A couple of the days, I wished we had those $1 store stretchy gloves - you may want to throw some in. We wore thicker jeans and heavier socks, and were good to go.
We're going back on 1/30 and I hope it's a little warmer than last year! We only got two "shorts" days last year and didn't go swimming.
Have a great trip!!
Kristin