I hear you on the clothes. I recently orderd a bunch of stuff from the terry sale, TE, and sierra, and just recently boxed up and sent back what didn't fit. There is a lot of inconsistency, even within a brand, and since I lost weight I also found often the smalls fit me in width but not length, and I am shorter than you so I can imagine the problem you are having.

I have now tried a lot of stuff on since I had to replace my wardrobe after losing 35 lbs. I can highly recommend the shebeest dristyle tights and long sleeve jerseys I got recently from sierra (at great prices too, just subscribe to their email list and they will send you 20% off coupons). Both run long in the smalls, in fact the sleeves on the small jerseys are so long I am sitting here with the cuff rolled up about 2 inches! Another good way to go is to simply get some arm and leg warmers. I like the PI ones, very warm. Got the arm warmers in X-small and they still come almost up to my armpits, but the leg warmers only come in unisex small which may be too wide on your leg, but you'll have to try them on. Castelli makes one that are tall and skinny (I mail ordered and returned these from performance, too tall in a unisex small for me but very skinny fitting). I also just love my craft rain jacket from TE. This fit me better in the M (european size 38 if that helps), but I am a little wider than you so probably the S would be good for you. Its good not just for rain, its a great layering piece that is warmer than just a nylon shell. Another great piece is a balaclava, I hae one I got years ago from terry. If you are a cold wimp, wearing pieces you can easily take off as you warm up is a good strategy.

Good luck, just GO SHOPPING and you can do this!