You can check out underarmour. I swear by them when I'm not doing cycling. I pretty much use them when I do Muay Thai and Brazillian Jujutsu. They actually keep you cool. Actually I use their coldgear as a baselayer when I do my winter cycling.
Here's an example of something you might be interested:
http://www.underarmour.com/shop/us/e...ey/1201509-100

I also know something like the above is also made for mountain biking, but not sure what brand and if they're compression fitted.