Considering the Castellino Palio Bianco in Rome?
A VT member wrote the following comment about visiting Rome:
Winter Travel? Winter Clothes! by GroovyDoc
If traveling in the winter, dress very warm! You'll be outside a lot, walking from place to place. Pack a scarf (they cost 8 euros there) and, if you have them, ski clothes. I wore my ski turtle necks that wick the moisture and it sure worked!