Figured I should post a follow up on this thread. I ended up staying in switzerland for much longer, it's over a year now, and just extended my internship for another year. Bye Bye Cali
The jacket: I ended up buying a puffy knee length jacket from Sisley brand (which I think is a brand of Benetton) in Rome. 50% feather, 50% down. The same exact jacket I saw in Lausanne for over 100 CHF more from the sisley store.
And it has been the perfect jacket, no need to wear heavy clothes underneath, and it's very light, and kept me warm all winter.
SO the verdict: I think definitely Rome was a better option. Better prices, good variety.