Clothing appropriate for USA winter?

That's quite a tour. You're going to need everything from summer/light autumn clothing(California,Miami) to dead-of winter clothing(New York, New Hampshire). In some of those places it's going to be cold and rainy(Seattle), in others there is likely to be snow( New Hampshire), and in some parts it will probably be warm in the daytime but get very cold at night(Albuquerque, Flagstaff, Vegas). You could probably dispense with shorts, T-shirts and sandals as long as you have light long pants and a light or short sleeve shirt for San Diego and Miami in case it's warm there. It could get warm enough for shorts, though you probably won't find any native Floridians wearing them until it's over 65F. I'm from Canada and the joke down in the US south is that only Canadians think 60F is warm enough for shorts.

A long coat, windproof and waterproof with a hood, would be a big help especially if it's one of those with a removable insulating liner. Layering is the key to travelling fairly light but still being prepared for weather extremes. Best have room to get a woolly sweater under the coat. A scarf, gloves, and woolly hat can go a long way towards staying warm and they needn't take much room. Waterproof footwear, higher than the ankle, especially if you can wear it with heavy socks, would be a good idea. If such things aren't readily available in your warm climate, they will be in stores even in some of the warmer areas you'll be visiting first. They might even be on sale by then, since winter clothing is going to be in stores all over the US by early September. It kind of depends what sort of activities you plan on doing, but one pair of pants that can accommodate long underwear might be a good idea. There is some wonderful silk long underwear that's quite warm and packs small. Winters in the east, particularly, can have very biting damp winds and it's no fun walking around with the wind whistling through the one layer on your legs.

I'm not sure about the other places, but I am from New England (Boston, New Hampshire, etc). Winter here is very cold. There will probably be an occasional snow fall (or more depending on where you are) There most likely also will be snow piled up on the sides of streets and even on the sidewalks. It could get very icy. The weathers pretty cold in December too. It's usually below 32 F. I would bring a pair of warm boots, jeans/warm pants, a couple of sweaters, shirts to wear under the sweater for when your indoors, gloves/scarf/hat (It could get windy, and being stuck in REALLY COLD WIND sucks), and a thick, warm jacket. Yeah it'll be kinda chilly at times and stuff, but come on! its a white christmas haha. They have pretty decorations for Christmas and stuff :)

Bring EVERYTHING!! you have a crazy schedule and will experience every kind of weather imaginable. Wear LAYERS lol