I've posted in the past about how much I dislike (nay, detest) the current trend of dressing our dogs up. Cesar Millan would have a cow if he saw a Rhodesian Ridgeback in a trendy famous-label sweatsuit. Cesar Millan, however, lives in Los Angeles, not a cold, Canadian city where winter gusts of -20 Celsius are commonplace. While there are 400 plus breeds of Canis lupus familiaris, the variation in breeds is astounding. A Jack Russell Terrier, weighing about 20-30 pounds, is a far cry from a 140 pound Alaskan Malamute. Take a look at both of 'em. Which one needs the coat? Over generations and generations, the former lost its size, its coat, its ability to live in a freezing climate. The latter is literally at home surrounded by ice and snow. Smaller animals also have a GREATER surface area to volume ratio. This is important because they lose heat faster when it's cold outside (and conversely heat up quicker when it is hot outside). So, when required, these dogs should be wearing a sweater, boots, sweatsuits, or whatever is needed to prevent them from freezing.
There is no specific temperature at which I would say, "You must cover up your dogs." We all know our pets very well. Have common sense, know how to recognize the earliest signals of frost-bite or hypothermia (head shaking, shivering, limping, lifting up a paw, etc), and if it's that cold outside, take your dog for a 5-minute pee/poop, followed by hot tea and cuddling with your pooch back in your warm house.
Believe it or not, I think this is totally acceptable (but only in the winter!).