I really damn well love my Carhartt long underwear, which wasn't dirt cheap, but has lasted a few years with almost no wear. *Not* the cotton one.

That means that I can wear fall and spring clothes in the winter and be fine, which means I don't need tons of winter-only stuff to not be cold. If I got to pick one thing, it'd just be the long underwear pants, which the heavyweight was like $40, because I can always wear a second t-shirt already.