The base layer (also called thermal wear or long underwear) helps keep you dry by wicking moisture away from your body. This next-to-skin layer, often made of wool or polyester, works best when snug fitting.
Like the batting in your house, this layer insulates you from the cold. Depending upon the weather and your activity, you may choose to wear one or more of these layers. Wool and polyester fleece work well for warmth.
Your outer shell blocks wind, sheds rain or snow and holds body heat in your warmth layer while still allowing perspired moisture to escape. Breathable tight-weave synthetics like Supplex® nylon or long staple Ventile cotton work well.