If you don't know the weather, the key is to dress in layers. Assuming you're not going to camp somewhere in the Far North:
First - have a waterproof outer shell or jacket of some sort. It should have a hood to help keep you dry and warm if it's wet or cold. It should have pockets to carry stuff you aren't using at the moment.
Next - a wool or fleece layer. This will help trap air and keep you warm.
Next to your skin - you can have either a t-shirt or something light, or if it will be colder, a synthetic fiber - nylon, polypropylene, etc will do. This will wick away moisture from your body into the next layers, and help keep you warm.
You can zip up or unzip this combination to adjust for the outside temperature, and be comfortable in weather down to about freezing or so. If it will be colder than that, substitute your winter coat for the outer shell.
On your feet - wear a good pair of heavy socks, and waterproof hiking boots. You probably won't need snow boots in October (unless you're way up north still) but you will need something more than tennis shoes. DON'T BRING SANDALS OR OPEN TOED SHOES unless you really want frostbite. Fashion will take a back seat here.
Extras - a pair of light gloves and a knit hat will go a long way towards keeping you warm. If you don't need them, shove them in your pockets.
If you expect rain, you can include a poncho, and you should be set.
