I love mine! I have both the compression and relaxed fit tops. I don't really like the way the compression top fits, so I don't wear it unless it is super cold. Usually I wear the relaxed fit top, fleece sweatshirt and wool coat. If it is super cold I wear the same thing and add the compression top as my first layer. I have never had my legs bother me getting cold, so I don't wear the bottoms. It is expensive, but yes it works magnificently! My favorite product from them is a pair of glove/mitts. It has a pouch on the back of the hand that you can put a hot hands in. I have more trouble keeping my hands warm than anything, and since I got these gloves (though they cost me nearly $50!) I have not had the first problem with it. I was hesitant to spend that kind of dough on gloves, but have been very happy that I did.
Also, as was mentioned by some others, UA does not cut the wind at all...be sure to wear a layer or two of fleece or wool. Wool is the bomb...if you get good stuff.