RE: Under Armour?
I use the Cold Gear stuff - pants and long sleeve shirt. It is almost ideal for winter use - particularly if you are alternating between periods of activity and sitting. Put layers of polar fleece over it and top it off with a Gore Tex shell. At least here in the dry cold of Colorado.
If you do get this prooduct, it runs on the snug side. Most people I know wind up getting one whole size bigger than you normally wear. This stuff fits real tight - like spandex.
I don't like the Heat Gear. Can't exactly explain why . . . . I'm just more comfortable wearing cotton in hot weather.