Try some of the oldest insulator material known to man: Wool! I have a Columbia wool hunting jacket with the hood and a pair of pants. The wool is a great insulator and coupled with a couple of layers of thermals underneath they can't be beat. Unless it's below freezing I'll just have one pair of thermals on underneath and the jacket and pants on and I'll stay warm. The Columbia's weren't that expensive either. I believe I paid under $200 for both jacket and pants.