Columbia has several levels & qualities of these - so just make sure the parka is actually waterproof and breathable. And there's different weights of fleece that'll zip into the jacket.

I'm not a huge fan of these even though this is pretty much the way I layer up for skiing in the winter - shell over a fleece. But actually having the jackets zip into each other really just ends up being gimicky. It's nice to be able to open your shell to cool down a little bit or to get to your fleece pockets without unzipping the fleece - keeping the warmth in, whereas if you have them zipped together, I guess it's more convenient for taking it off... but there are few active situations where that's what I want.

so I'd recommend purchasing a high quality fleece and a high quality shell separately. There are several fleeces that are windproof, so a shell isn't really necessary unless it's raining or you expect to get wet in some way, and you can just get a really lightweight shell for that... (that's assuming you're not going to have to worry about abrasion or anything like that)