I went from feathers to thermal underwear, now a big fan of fleece, layered as needed. But, 20* is really cold here. Mostly in the 30*'s, which isn't that cold compared to the North.
I sweat under the feathers and get cold. Thermal underwear works; I just love the feel of fleece and the way it wicks away moisture.
Heavy wool like Cabelas sells is good. Hunting bud really believes in that.
DF