In reply to BenBarlow:
It is really hard unless you try stuff on.
However, for what its worth, I've found the newer Alpkit stuff to have an excellent fit in Medium for me (5'10", average arms/legs, 38" chest, 32" waist. Hilariously for friends, I have actually been used as a Medium Fit Model in a business to save them money on a real one, so I must be pretty average). The arms, in particular, are well cut and long enough to cover the wrist when doing activities. I have their base layers, lovely soft mid-layer fleece hoody thing, and the Katabatic synthetic jacket. I've considering the shell currently. I would say these are all a fairly snug, but very comfortable, fit which still works well when active.
Earlier Alpkit stuff was a bit boxier, but I had to go to Large to get the sleeves right. To be fair, I did also drop from a 34 to 32 waist in the last year or two. I have two older down jackets in L with this boxier shape, a Filo (doesn't matter much as worn over lots when blinkin' freezin') and a Filoment (too big for me, but never returned until used and dirty!)
My Rab lightweight waterproof jacket is a Large, the medium was too tight to go over things. Sleeves are a tiny bit long, which would be expected. Otherwise good neutral fit on me.
I also have lots of Decathlon things like trousers and wicking short sleeved tops. They always come up too small on me, whatever the type of garment.
Post edited at 17:44