Polar fleece isn't warm enough and windproof enough. Great for most outdoor activities, where you can wear a noisy shell. If it gets cold and you want to wear warm windproof clothing, that doesn't make a lot of noise, the options go down. Wool, really dense wool is a good one. Polar fleece is great for something like ice climbing, where noise doesn't mater. There are all kinds of combo products that have membranes attached to this and that, so there aren't hard and fast rules.
We don't have state, we have provinces. The majority allow a non-resident to buy a hunting permit and to hunt without guides etc... Some require guides for virtually everything, New Brunswick for instance. Depending on where you are there can be a lot of private land in certain places, and there will be difficulty just getting out and shooting. But it is a large country with mostly empty spaces. Just might take you a while to find one if you start in toronto or montreal.