I have jackets with zip-off sleeves and like them except they tend to be made in heavier fabrics that don't pack as well. I find that I like them best for variable temperature days the best -- cold mornings which gradually warm or days with hills on the route or high mtn altitudes with afternoon thundershowers.

You're in a colder climate so not sure what works for you, but I find that I only like to be encased completely by windproof layers when zipping down a long hill. You can easily get sweaty with full windproof jackets and then get cold any way.

Mtnbiking doesn't seem to produce the same windchill issues so I just like a heavy longsleeve jerseys with an very light LS zip turtleneck under (PI makes a nice silky one). This is probably where the vest/jacket combo works the best because I can carry it in my hydration pack and use it in case of rain.

Our roadbiking (around home) is very flat and can be very foggy with temps in the low 40 degrees (F). The coldest day, I wore a mid-weight capilene LS zip turtleneck and a PI jacket made from the heavier Kodiak material with a windvest underneath. Since a regular windvest has mesh on the back, I get all the benefits of the windprotection on my chest but can still blow off the sweat through the back. By wearing the vest underneath, I didn't have to listen to it russle all the time.

I find that zip turtlenecks as my base layer work well because I can regulate temperature the best.