For all climates... no matter where or which
climate you are heading to, pack yourself a thin, lightweight [micro]
fleece (or something similarly warm and light) and an ultra-lightweight
(very thinly filled) down jacket. Even in the warmest of climes it can
get pretty chilly on airplanes, air-conditioned buses/trains and during
early mornings/late evenings (among others, SE Asian transport is notorious
for fierce air-con). Light weight or 'ultra-lightweight' (as they are
sometimes called) down jackets with minimum fill can compress down to
the size of a large orange and are great to have on hand (Uniqlo for cheap versions).
If you don't use, carrying
around is no great hardship and if/when needed pack impressive warmth.
For somewhere a little cooler... Upgrade your micro fleece for something a little thicker and perhaps get a better (more technical/expensive/hooded) micro down jacket. Worth considering as a great small and light duo to complement a fleece and/or down jacket is a very thin water/wind-resistant jacket (typically sold/designed for running). This can compress/pack small and be worn separately, together or with a fleece/jumper. It will keep light rain/snow out and block all wind making anything worn underneath seem much, much warmer.
For somewhere cold and maybe wet/miserable... Simply upgrade the fleece to something thicker/warmer and the outer jacket to a full-on waterproof shell with a hood to keep out all wind/rain. When it will be really cold add warmth with thermal underwear - vest/leggings -( merino wool T and polo shirts are excellent options) and if really necessary a decent down jacket and hat will give you the most warmth for space you can find and are a great investment. If you wish you could also compliment a hat/gloves with a neck gaiter, but then you are ready to tackle even the coldest winter.
Whatever you go for take care to buy as much insulation for space as possible - you can always layer for extra warmth. It's useful for any fleece to have pockets and a front zip so it can be zipped up to cover your neck (warmer) or down (cooler). You'd be mad to take any clothes to keep you warm that are made out of cotton.