+ 1 on the Thrift stores. Just check the labels and find the wool or wool blends. If you have any discount or closeout stores like TJ Maxx, you may luck into something there. I lucked into some Icebreaker socks the one day I went up.

Military surplus shops (look online too) can be good sources of cheap clothing and other items. I found a wool balaclava for $3 online and wool pants for $6. The online discount sporting goods, like Sierra Trading Post, can be good for base layers.