As it's been mentioned above, different brands have different sizing...
best advice would be to try them on.
I don't order anything online - for that reason, one man's Medium is another man's small
for colder weather - instead of getting thicker, heavier clothes, get more layers.
brands do not matter - though some brands are better than others, but that's also an individual's decision...
what works for some, won't work for all.
find what works for you