Has anyone ever tried the Cabelas Thermax underwear, if so was it the medium, large, or the expedition weight, And did it keep you warm and/or comfortable?

I have all 3 weights of it. I'll wear anywhere from 1 to all of them at the same time..... depending on how cold it is. I also have a layer of Smart Wool that fills in the cold cracks around 10 and below. I wear the super lightweight stuff in warm weather to keep the sweat and bugs off.

I've used Thermax garments for several years, usually
the expedition/polar weight. I have several sets of
tops and bottoms, as well as, a couple pair of the
liner gloves. As David mentioned, I will wear multiple
combinations depending on the temp. This is a quality
synthetic, that does a great job at wicking moisture
from your skin. For me, this is a good thermal for still
hunting on the move or stationary hunting in moderate
temps. If you are looking for warmth, wear the Thermax
next to your skin and layer with fleece or wool garments.