I read someone was looking for warm clothes and my Canadian senses tingled!
To me, nothing beats a real warm winter jacket. I could wear a t-shirt under mine when it's -20 degrees out and still not feel cold.
But if you're looking for warm clothes to wear inside, then try to find a thick but soft, velvet-like sweater made with a blend of cotton and polyester or possibly some viscose. And if you really want to feel like you're living under a warm blanket, add a large cowl neck.
Also, I find that the length of the sweater makes a huge difference on how warm it's going to feel. A mid-tigh length sweater is going to feel a lot warmer than a hipbone length sweater even if both are made from the same material. I wear longer sweaters with thick leggings or slim pants to avoid looking like I'm drowning in fabric.
The idea of layering with warm underwear like other people suggested is also great. But personally I don't feel comfortable in multiple layers, and I can't stand wool either, so I wanted to share another option. Good luck!