Merino wool. I got these leggings and they are super soft and warm, but thin. I'll be getting a merino long sleeve jersey soon here too. I wouldn't get something with a bunch of logos and bright colors on it, unless I was actually sponsored. I'll most likely be getting this or something like it:
From Stoic. For warm weather, I've read that merino wool also works fantastic with sweat wicking and keeping you cool. I'm also a fan of natural materials.