I have had luck finding good deals at Marshalls and TJMaxx. I was able to get 2 pairs of Nike Pro Cold Weather Drifit leggings for $17 each, usually $50. I was able to get dri-fit tshirts for $10 each and compression shirts for $13 each. Those under a soft shell is all I need until it gets below 25.
I have also heard good things about the c9 stuff by champion that Target carries.