It depends on when and where. In winter I'll wear/carry a down jacket onto the plane -- it's small enough to stuff into the carryon in the airport, but makes nice warm cushioning against the fuselage if I'm stuck in coach on a redeye. Coming home intl I never wear a coat in the airport, which can mean an hour of waiting around in immigration lines and baggage claim/customs (yeah, need to get GE and stop checking a bag).

In shoulder season I'll wear a raincoat to the airport, then pack it into the outside pocket of my suitcase before checking it and retrieve it when I claim my bag.