Kaylee has several coats and jackets that she wears. First, we visit her Quilted Jacket, which she wears in a few episodes.
More after the break...
More screencaps from Trash:
Screencaps from Out of Gas:
This is worn with both her brown coveralls (in Trash) and her Teddy-Bear coveralls (in Out of Gas).
Next is her iconic Turquoise Brocade Jacket, worn in Serenity (Pilot):
And some promo images for that jacket:
This jacket is worn with her Teddy-Bear Coveralls.
She also wears a more heavy-duty coat to the funeral in The Message:
I believe she wears this coat with her brown coveralls.
My Photobucket Album for Kaylee.
Serenifly Costumes site for Kaylee.