My advice is to buy wool, buy quality the first time and only spend the money once.
I went the thrift store route with wool for a few years but found it bulky, it didn't block the wind well, and most important it didn’t keep me warm. Flat out it didn’t keep me warm when I needed it the most, while sitting on a tree stand in Montana from November through January when it is -10 to -40 and the wind blowing between 5 and 30 mph. I broke down and bought some Hidden Wolf when it first came out around 1998 and have since replaced all my cheap, Umm….I mean inexpensive thrift store, wool since then. My favorite wool is Gray/Hidden Wolf because of the tight weave, weight, fit (it is designed for bowhunting and not as bulky as KOM), and patterns (predator & plaid). After Gray Wolf I prefer King of the Mountain, Sleeping Indian, Swandri (when I can find it), and Filson. Like most people, the retail price for wool clothing from these companies is beyond my budget. Heck, you could pay for a good out of state hunt for the price of pants, shirt, and jacket. It took several years but I eventually found all the wool I wanted/needed, either in the classifieds here or at the auction site, for my self imposed price limit of 50% of retail. Yeah, I know, that is still a lot of money for most of us, especially for used clothing, and it took several years to get everything, but I have never regretted spending the time or money. Also, if you buy it used and are not satisfied with it, re-sell it on the classifieds and get you money back.
There is clothing made from synthetic materials out there but all that I have seen or tried has at least one, if not two big draw backs, they are noisy and/or bulky. I haven’t found anything warmer, while sitting a late season tree stand, then a quality snow mobile suit. However, it is also was the most bulky and noisiest clothing I have worn while hunting. It didn’t work very well. I have friends who hunt late season in the latest synthetic hunting gear, and they swear by it, until the temperature drops below zero, then they are wearing their KOM, SI, HW, or Filson in the tree stands to stay warm. Another comment they make is that the other stuff “makes to much noise”.
One note, this recommendation is for sitting or little movement when hunting, if you will be exerting yourself other types of wool work fine. For example, when hunting mountain lions, unless it is below -20, I wear a $5.00 pair of European military wool pants because my KOM’s and GW’s are too hot while chasing hounds around the mountains. However, the military pants need to be replaced every year or two where the others have lasted for ten years and have at least another ten or twenty years of use left in them.