Patagonia Capilene Bottoms (Level 2 - Lightweight) and Smartwool Socks (Crew height or higher). The Level 2 bottoms are thin enough to wear everyday, even under my skinny jeans, but that Capilene hocus pocus keeps you warm all day without making you sweat like a maniac when you go indoors. (FYI - They make tops too, which I will often don for snow-play and exceptionally wintery days.) And oh, Smartwool, how I love thee. I have both the Margaritas (left - wearing them now, btw) and the Popcorn Cables (right). I love that they give me options for weight/cushioning depending on my choice of footwear.
So there you go. The solution for all your cold-weather woes. If you're still confused, here are some simple instructions:
Layer 1: underpants.*
Layer 2: Patagonia Capilenes.
Layer 3: Smartwools. (Note: Layer 2 should be tucked in to Layer 3. This is of vital importance.)
And now you know what I'm wearing under every single outfit from November through March. Over-share? Nah. Best winter advice ever? Yup.
*Underpants can be of your own individual choosing. I go for boy-shorts usually. Now there's your over-share.