Also being from Hawaii, I know what you mean about no warm clothes. Last year when we went after Thanksgiving, I froze my butt off. I refused to buy a jacket because I kept thinking I'll never wear it again, I am now looking for one for our next after Thanksgiving trip, never again with. But in the daytime it wasn't that cold, it was really nice, I think DH and I even wore shorts, but in the evenings it was cold and we layered like crazy. Mornings heading to the parks was old very cold, but I didn't want to lug around things all day so I just more dressed by DD in layers and DH and I just stuck it out.
Keep checking Macy's for jackets for your kids. For the last 2 years they've had these great, super cute pink or blue winter jackets with the faux fur in the hood. The start out at like $50 and I got my daughters for $14 last year. I've seen them drop to $19.99 both years, so I'm sure they'll do the same this year.
We all needed gloves, just bought cheap Target ones for me, which worked fine, and DD4 had ones from the ice palace, which also worked fine. Nothing fancy.
I'm gonna go check out Old Navy soon for our trip, thanks for the tip.
Have fun!!