Look for a jacket with features that will make your walk more enjoyable, like an iPod pocket; or an ICE (in case of emergency) tag, so you don't have to carry a wallet with ID.
Instead of cotton, which takes a long time to dry when sweaty, choose a synthetic fabric like lightweight polyester for your base layer.
New Balance NBx Emissive Long Sleeve Top, $48, New Balance NBx Wind Blocker Jacket, $130, newbalance.com