Good question.

Merino is pretty good and is about as comfortable as synthetic. Its light, thin, breathable, and has a good temperature range.
Cashmere is very soft and luxurious and as comfortable as cotton. Costs $300-$400 new, maybe $100 on sale in early spring, or $5 at salvation army.

A nice light wool breathes so well, it’s not hot (although thicker wool can be quite warm). Wool breathes much better and has a broader temperature range than synthetics. I wear the thinner wool from well below freezing up to about 85 degrees. It has a huge temperature range (I layer when it is below 40 degrees).


Wool socks are great too.
https://www.amazon.com/Defeet-WBCHA-.../dp/B004BA5FN2
Bespoke wool jearsey (even better than the $5 version).
Pro Merino Wool Cycling Jersey | ELEVEN vélo