It's hard to find 100% wool - google "Smartwool" for one brand. There's also "Coldpruf", which is two layered - 100% cotton inner and 50/50 cotton/wool outer. It's ok for hiking, but I don't think it would work for running or cycling, where you sweat more.

You might try Steep and Cheap. I've found reasonable buys there, but when you find something, search for it on Google Shop. You can sometimes find it cheaper from Amazon or a closeout (REI, Nashbar, etc). I also dislike that they make it hard to search for a specific item.