There's so many rules/principles for active layering that it's difficult to cover in a post.

My short answer to the original question is Polartec Powerdry. It's the basis for Capilene, REI's baselayers, LL Bean, etc.. as well as some armed forces surplus. I usually wear a silkweight tank layer beneath it to keep the layers sliding as opposed to chafing (nipples)

Another best practice is to dress your core, first and foremost. The difference in insulation between my core and my limbs is usually pretty drastic on a cold day.