I've only ever had distressed cowhide and dark brown novapelle as a winter jacket, but of those two I reckon the novapelle is a bit thicker and heavier, but not by much. ( although that may well have been the batches used at the time) However while the novapelle feels more substantial, and certainly warm with a jumper or fleece, I've found it to be fairly porous; gets wet through pretty quickly. No noticeable shrinkage though. It would need a coat of Pecards to make it a bit more rain proof.
I've never had brown cowhide,but I seem to remember a guy over at the Indy Lounge saying it reminded him of upholstery leather.
Must say though, the warmest leather jacket I have is a heavy duty lambskin A2. Very thick, extremely heavy, I can only comfortably wear it when the weather is really cold. Great leather. It's a shame Wested don't offer it as an option, it would work really well as a Hero.