A couple people mentioned wool, and I'll STRONGLY agree. Especially for socks and gloves, your extremities get cold fast, and need help. I learned this from commercial fishing in Alaska, and yes, wool keeps you warm, even if it's soaking wet. It works for sheep. For wool sweaters, I like them to zip up the full length of the front, like a jacket, for good ventilation. And a light windbreaker, to break the wind, as needed.