This year I have used a lot more wool and have been a lot warmer.
I like to start out with the silk if it is truly cold.
Then add a Merino long underwear.
Lots of good brands already mentioned.
I first got bought some thinner Smart Wool and it's good. I have used the Minus 33 in a thicker base layer and its very good. I must say the First Lite with the thumb holes is great.
I have one of the Web Foot body stockings (union suit fleece) but it is made by a different company...can't recall the name.
Using that over the Merino base, it is too much if you are moving, but great in the stand sitting still.
I do not like the tight clammy feeling of Under Armor. Their Cold Gear just isn't warm for me.