For winter-wedding attire that won't break the bank, check out Target's Limited-Edition Dress Collection, where you will find 34 styles under $39.99, like the classic Audrey, the festive gold-jacquard Claudia or the vivacious red-satin Taylor.
If you're wondering how you will stay warm, there are a couple things you can do. First off, go ahead and splurge on a long, black, wool-blend coat. You may only wear it once or twice a year, but if you live in a cold climate, it will be well worth the investment. I bought mine at Filene's Basement for around $250 and it was worth every penny (I'm from Chicago, now living in New England, so I don't mess around when it's cold). Pick a clean, simple, classic design and it will never go out of style...something like this:
With a coat like that, you can wear a skimpy sequin cocktail dress underneath without freezing to death. A vintage fur is another route to take if you like. Other winter must-haves include leather gloves lined in cashmere and a cashmere scarf. You can find these on sale at department stores at the end of the season or off-price retailers like TJ Maxx and Marshalls.
It goes without saying that most formal dresses are not warm—a fully lined, floor-length velvet dress may be marginally warmer than say, a slip-dress—but if you're in a heated hotel or restaurant, you should be fine while mingling and dancing. Bring a pretty wrap, faux-fur stole, velvet bolero, or dressy shrug to keep shoulders warm while dining (or if you get seated by a draft).
Something like this sequin shrug will add a tiny bit of warmth and a lot of glamour:
Alternatively, you can just shop for inexpensive accessories that will help you update an oldie-but-goodie LBD (see this post for ideas).