Read up on Merino wool if you really want the best in long underwear. Minus 33 and others make some nice stuff, and it's very warm while not stinking like the synthetics. I also use a Heater Body Suit, and I stay toasty warm on the coldest of days in northern MN, which is saying something. And with the body suit, you don't really need to wear a ton of clothes under it. Check it out...

dan