"Why do I need a windproof? My waterproof is windproof."
True, but is it breathable? We mean really, truly so breathable that you get no condensation whatsoever and no uncomfortable sticky feeling when walking up hill? Certainly not if it is made of any of the major brands of breathable waterproof fabric on the market.
Whereas Pertex (and other similar fabrics) are incredibly breathable and very windproof. What they aren't is waterproof. Thus they are ideal for any situation where it is cold and windy but not actually raining. Ideal in fact for a great deal of British mountaineering and almost essential for any sort of alpinism.
Using a windproof rather than a waterproof will leave you feeling considerably more comfortable when walking, climbing, ski-ing or ski-touring, and you will do away with the chilling associated with damp building up in thermal layers worn under waterproofs. It also saves wear and tear on your expensive waterproofs!
A windproof will rapidly become the most used bit of kit in your outdoor wardrobe.
Unlined Windproofs: Made of very thin but tough fabric that keeps the wind at bay whilst allowing your body to breathe.
Lined Windproof: Lined windproofs usually have a thin layer of high-wicking microfleece underneath the windproof outer and come into their own when used for aerobic activities on cold squally days.