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!
