I just started wearing wool a couple of years ago. Last year I was on a 14-day back country float hunt in Alaska, crossing a stream on a cold snowy day, and I took a chance, jumping from one rock to another. I lost, and ended up on my back in 18 inches of water. I was wearing thick wool pants, sweater, and vest, was about a mile from camp, and it was about 25 degrees and windy. I was worried that I was going to be pretty cold and miserable, but after about 5 minutes that wet wool had been warmed up by my body heat, and I was as warm as I was when I was dry. It was a bit heavy, but not intolerable, and I was sure glad to be warm.
I am a believer in wool now.