Having owned or currently own and used most of the wool mentioned above, here are my thoughts:
Columbia is a really loose weave and the wind goes right through it. It picks up and holds every piece of brush, sticker, or thistle and doesn't want to let it go. That means you better figure on spending an hour plus pulling stuff out of it every time you hunt. However, with the loose weave it blends into the surroundings as well as any of the more expensive brands.
Asbel, I didn't like how loose the weave is our the loose fit, it got in the way of shooting my bow. Many people like it.
Filson is good but a little stiff. Other than the vest, it is a little bulky/baggy to use when shooting a bow. I do like and recommend the vest.
The Weatherby coat I had was to bulky to hunt in, haven't tried their pants.
Swandri, love everything of theirs I have managed to find. I have and old shirt in realtree with zippers on the sleeves instead of buttons that is by far my favorite shirt down to about zero. I like and wear it enough the collar is threadbare and I had to have the cuff's lined. Really wish I could still fit into the camo pants or find another pair a little bigger.
King of the Mountain is hard to beat. It is a little bulky but the blowdown pattern is great in treestands and on the ground come November, is quiet, and comes in about every weight and insulation you could want.
Sleeping Indian is interchangeable with the KOM, just as good, maybe a little better..... It's a matter of preference and finding it.
Gray (Hidden) Wolf is comparable to the Swandri in weave and feel and is available in about every combination KOM does.
As mentioned by others, all wool works better with a wind blocker and will keep you warm if you have the right weight and combination. My recommendation is to buy all your coats and vests with it already built in.
In normal November weather, down to zero, I wear 230 weight Marino wool thermals, uninsulated KOM or Gray Wolf pants, a Swandri Shirt, KOM or GW shirt, a KOM or Gray Wolf vest with wind blocker (That I bought here in the classifieds, I think from Ray Lyons), one or two light weight wool neck gaiters (KUIU), a KUIU wool cap with either/and/or, a thick wool cap/Hidden Wolf Bomber. The caps and neck gaiters are key to regulate and maintain the body heat.
Below zero, it's the same thermals, Gray Wolf insulate bibs, KOM shirt, KOM or GW insulated coat, and a same neck gaiters and caps. If it is really cold I use the KOM Bomber instead of the HW because it is warmer.
Most of the above brands work, though Columbia is at the bottom of the list. Some come in different weights, have wind blocker options, and depending on your preferences good camo, plaid, or solid patterns. I recommend the ones that fit you best (Gray Wolf can be custom made at little or no extra cost) with consideration of the type of hunting you plan on doing. As you probably expect, there is a good correlation between price and and quality.
Buy the ones that best fits your needs and budget. It can break the bank trying to buy it new, especially if you do it all at once. I bought my wool over twenty five years, picking up one of two pieces a year. A lot of it was bought here on the classifieds at 50-60% of the new price. The good thing about buying it used is you don't take the initial hit/depreciation and can resell it for what you paid if you don't like it.
Also, remember the purpose of camo is to break up your silhouette, don't hesitate to mix and match the patterns or brands, my pants rarely match my shirt, vest, or caps.