any windproof jacket should do. I have a really thin RAB windproof jacket that is perfect for me, but I don't remember its name
(bought it a while ago).
I have some pertex windproof jackets and they are very light, not much insulation, but they breathe better than waterproofs, and when you are building up heat you just want to lose it as fast as possible.
I have a Salomon cross country skiing jacket I sometimes wear when I'm cycling. It has a windproof front with a very breathable (not windproof) back, so the front blocks the air from cooling me down too quickly as I move through it and the back vents the heat I'm creating very quickly. I also wear it when I'm cross country skiing