Filson's wool longjohns, and no, they aren't itchy. Lived in Wyoming for a couple of years and a friend loaned me a pair. WOW! Nothing has ever been warmer and, being from the Gulf Coast, I freeze when it gets below 45. They are extremely pricey but you'll probably be able to pass 'em on to your grandchildren.
http://www.filson.com/family/index.jsp?categoryId=2069841&cp=2069836&cl ickid=leftnav_Underwear_txt