There are many types of pants, each having an ideal use. The type of pants you will want depends on the weather and conditions you are going to be wearing them in.
Insulated pants are the most common style of active winter pants. Providing a blend of warmth and protection from the elements, insulated pants are the easiest way to stay warm in the cold.
Shell pants are the most modern approach to technical winter clothing. Made with a single or multi layer lightweight fabric, shell pants are built to keep the elements out. While they may have a lining for comfort, all the warmth comes from the layers under the shell. This allows you to tailor the warmth of your apparel to the conditions of the day.
Softshell pants are similar to a shell pants, but are made of a softer, stretchier fabric. Soft shells are typically the most breathable pants. Softshell fabrics have a very clean fit that is ideal for slightly warmer weather or people who typically "run hot".
Stretch pants are designed to be very form fitting. While they typically don’t have much insulation they will often have a lining to ensure warmth to go with the stylish look and will still provide some waterproofing capabilities.