On a warmth scale, the On Deck is the warmest (it's actually insulated, not just a shell), then the Anomie, then the ShutOut
On a waterproof scale, the Anomie is the most waterproof (3L), then the On Deck, then the ShutOut
On a weight scale, the ShutOut is the lightest, then the Anomie, then the On Deck.
I tend to think of the ShutOut as a glorified sweatshirt, but in a good way, it's lightweight, still fairly warm (it's warmer than a normal hoodie for sure), and has the storage of a jacket, plus vents.
The On Deck is a really nice, warm jacket, it's not the most waterproof thing out there, but it'll hold its own when it's snowing. Also, I think it's the most wearable jacket off hill, it's something that you can wear on hill then walk around town very easily and not look like you just came from/are going skiing.
The Anomie is the classic Saga shell, really waterproof, fairly warm, still lightweight, and has that fit/look that a lot of freestyle skiers out there are looking for.