I personally have poly-anything. Yuck.
I always shop for gear late winter. 2 years ago I picked up 2 pair of Cabelas brand merino underwear and 2 merino tshirts on closeout for $90 total! I felt like I stole them, and have never been so happy to spend almost $100 on some skivies in my life.
IMHO wool can't be beat, but it's expensive unless you have patience to find a deal. I probably have enough wool layers stockpiled now to last the rest of my life. I keep them sealed in a Rubbermaid tub.
