Though I haven't hunted in quite as many exotic places as Kevin, my experience reflects his. I've worn wool as base and outer layers for a long, long time. It's good at most everything, most of the time, even warmer weather. That being said, none of my wool, including the high priced, big name stuff, blocks a stiff wind.
I've just started converting to synthetics for outer layers. Will always have silk and merino near my skin, and a wool second layer, shirt and long johns when needed, but the wind and rain blocking synthetics hold promise for me. Going to give them a good test in the next couple of years.