Our Dachshund prefers to have a sweater on in the cold, too. She'll happily stay outside all day playing in the leaves if she has one on, but will retreat in about 5 minutes otherwise.
She has a bunch of them that my grandmother knitted for her, since shes such an oddball shape: long, but small.
I also bought her a UConn one. Gotta love a 10lb dachshund wearing the Husky logo