I went to REI and picked up their store-brand rain shell thing (forget the exact name). Basically it is a waterproof breathable (like gore-tex) material with no insulation. It will protect against rain and wind but provides no warmth. I just pack a regular hoodie to wear on the plane. If I'm going to a colder destination, the combination of rain shell and hoodie keep me warm enough.
I also have a Patagonia Down puff (not the nano, but the next one up). It packs down very small and is great for cold and wind, but isn't good in rain.