I'd be hard pressed not to try UnderArmor. I have a couple of long sleeved mocks that I wear in town (or where ever) when I don't want to bulk up and it keeps me warm. I was skeptical at first considering how thin it is, but it works. It's not cheap but it does work. The only drawback with UnderArmor is that it's not windproof.

I would couple the UnderArmor with something a little thicker that would stop the wind. Maybe some Zero Restriction or something simular. I'm very confident that with UnderArmor on first, a windstopping second layer and the wool on top of that you'll be quite comfortable in just about any cold weather environment. Unless there are Polar Bears or Penguins there