When it's really cold i wear these under my trousers
http://www.marksandspencer.com.....amp;page=1

I also have a long sleeved vest like this one
http://www.marksandspencer.com.....amp;page=1

They're not very sexy but certainly keep me warm. I've also found adding a scarf really helps and today i've been wearing wristwarmers inside as my hands were cold x

I wear long underwear on both the top and bottom all winter long. In normal daytime use, I usually don't wear both pieces, but we have one day a week that we spend the afternoon outside. Even with a down coat, wool socks and layers, I need the thermals. This year I am going to get silk because they are supposed to be lightweight but very warm. I think that a sleeveless top would be a really practical piece.
Target does carry thermals in the winter, but I haven't seen them there yet.

oh.. I'm so happy we have an warm climate all year long :) I hate too many layers so I use a long sleeve shirt or blouse, a cardigan, a scarf and a winter long coat. I also discovered that a scarf helps a lot.

I have used LLBean lightweight silk underwear for years and love it. It can also double as pj's although sheer. My most worn piece is the sleeveless scoopneck top that keeps the core warm. In theory, the black turtleneck long sleeve seemed like a good idea, but the turtleneck part on mine looked faded quickly and was not something I wanted showing. That has been years ago and I never replaced that piece. It may be different now, if they even carry it.
It is so light weight and a great layer to pack for a trip when weather might be cold because it takes up about as much room as a silk scarf. I find it warm but not too warm and it adds no bulk under your clothing.

Are you looking to stay warm in a drafty office or while snowshoeing in the woods? For snowshoeing, you can't beat Thermasilk, which is warmer and bulkier. For everyday cold weather wear, silk thermals (like Eddie Bauer's and Land's End) do the trick. Cuddl Duds are cheaper, but they're bulkier and not as warm.

Indoors, you may want to try the cami/blouse/sweater or jacket layering thing for on top, and the footless tights/warm socks/pants thing for bottoms. If you try a skirt, two pairs of microfiber tights are surprisingly warm, I've found, and you can get a nice effect if the bottom layer is a solid and the top layer has an openwork pattern. I wear fuschia tights under my black openwork tights--subtle color and warmth at the same time!

On really frigid days, I sometimes pop a light-weight silk top from Lands End under a cashmere mock turtleneck. Works like a charm and is as comfy as can be!

My Mum swears by this line called Staples, which makes silk underwear and long underwear. I've borrowed hers in a pinch before (since I don't live in Canada anymore, sometimes I forget how cold it can be, and am caught off guard!) and found it very warm. It's not warm enough for prolonged outdoor sports or anything, but for walks outside or just wearing inside the house on a cold day, it's very good.