In reply to PPP:
Fit is the main factor, find something that fits you well and is comfortable and you will probably use it everywhere.
Windstopper comes in several varieties (I'm not entirely convinced there are any major differences) but it is essentially a marginally more breathable waterproof without taped seams. It works best in cold, dry environments like you would find in alpine winter or higher altitude. I find in the UK it isn't breathable enough for me, however the fabric is often quite hard wearing.
Polartec Powershield is a similar concept, although it uses a perforated membrane. It's basically some light fleecy stuff glued onto a stretchy fabric, the glue creates the membrane. I like Powershield, I find it's quite breathable (sufficiently so for UK winter and alpine summer) and the fleece lining is quite nice in cooler conditions. I think it has a Hydrostatic head of 500mm, and a CFM of somewhere around 5-8, so it offers reasonable breathability, weather protection and warmth.
It also comes in Pro and High loft varieties. Pro being much more similar to Windstopper, although more breathable. It has a hydrostatic head of 5000mm, so is pretty good against rain. High loft is super fluffy on the inside, and very warm.
Stretch woven fabric like Mountain Equipment's Exolite is basically tightly woven stretchy fabric. It's more breathable, and more stretchy at the expense of some weather protection. These are a good option for active pursuits or if you get sweaty, they are also more versatile as you can combine it with insulation as required.
Dri-clime and Vapour rise are made with two floating layers, a pretext type wind resistant outer and a fleece/pile inner. The separate layers can bind up and restrict movement, and durability is questionable, but they are very breathable and wick sweat well. They can be warm though, so perhaps less versatile, and I don't think they have helmet compatible hoods.
I use a Powershield jacket in the winter in the UK (ME Astron), and for higher altitude and colder Alps trips, and a stretch woven for summer UK and warmer Alps (Arcteryx Gamma SL hybrid, and ME Squall for cragging). The SL has a great hood and is very breathable, it's expensive, but can be found at a good price online.
Montane Alpine Stretch is a good cheaper option, this is a stretch woven, with good features and good price. Montane Sabretooth is a warmer option made with Powershield, with similar features, but more expensive. In my opinion Arcteryx and Mountain Equipment make the best hoods.