Alright, so now I feel silly. I just googled "capsules" and discovered that that is what infant carseats are called in Australia. You must have wondered what on earth I was talking about. So then your question is whether to go with the capsule (infant car seat system with base in car, etc.) or the 5-40lb (or 5-80lb) car seat? If that is the case, then I would definitely recommend the capsule. Sorry about the confusion on my part.
BTW, if you google "car seat" +winter +cover, you should come up with the "bunting bag" things that I was talking about. There are a few different kinds.
All the best!