They say the best way to brave cold weather is to dress in layers, rather then wearing big and bulky outer garments. If this is truly the case, then it would make sense to wear some long underwear, both on your lower and upper halves. One-piece underwear – or union suits as they are sometimes called – offer coverage for your whole body – from neck to ankles – in one simple garment.
I think this model looks like it would be comfortable:
One piece thermal underwear for men pictured: Hanes Thermal Union Suit 22806, color: natural
Thermal fabrics work by retaining body heat while keeping out cold air. This is great on cold days when you will be spending a lot of time outdoors. However, if you will then be spending a lot of time in a warm place, especially if you will be doing some physical activities, thermal underwear may end up being too hot. Many times, I have dressed warmly to go Christmas shopping, only to regret it after hours of sweating in hot stores and malls.