+1 for wool. Synthetics are nice and blingy, but they stink, are expensive, and are generally inferior to wool. While some companies offer really nice merino wool selections, they are often pricey. Go to your local army surplus store and pick up some wool bits. They usually have long underwear that is great for layering under pants/tights/shorts. You will save lots of $$$. I also like polypropylene (spelling?). Its pretty good stuff for a synthetic.

Also +1 for NO Under Armor (ie anything poly/spandex blend). I have it. It sucks. Horrendiously stinky. Not at all warm in the winter. Too hot in the summer. I guess football players like it though...

I still haven't found the perfect way to keep my hands warm AND comfortable (you may as well work on a perpetual motion machine at the same time) However, here are a few suggestions: Thin wool or polypro glove liners, then gloves. As for gloves, they may be dorky, but real leather cowboy work gloves with or without a furry liner are great. My dad even uses them on the ski hill. They are waterproof (when waterproofed) windproof, and comfy. Oh, and what is better than the smell of rich leather. These are available at cowboy stores and some hardware stores. When its really cold, get some big mittens/gloves and stick one of those chemical hand warmer packets in there. Mmmm cozy.

For my head, i usually wear a beanie under an oversized helmet, the thickness of which depending on how cold it is. How warm you keep your noggin often regulates the rest of your body temp. Then, I have an old fleece neck gaiter that i zip under the neck of my jacket to keep my neck warm. Roll it up to your cheeks and mouth when its really cold, roll it down when you start heating up.