I love UA stuff but it's too expensive as underwear so I've found suitable alternatives. Target carries the Champion C9 line and I can't tell the difference between that and my UA gear. Actually think they do a better with their cold weather compression gear than anyone else. The highest rated cold compression C9 stuff is in the $20 range compared to UA's $50 and up. Kohls sells Tek Gear and I like that too but I think their compression gear runs a little small so I have to buy a size up.
For me it's less about the base layer than whether or not the outer layer has any wind blocking properties and if it's quiet and comfortable. Usually two layers are enough for me. I use the C9 base layer, silk long underwear paired with a cold weather compression mock. Over that I have a UA windbloc fleece 1/4 zip and winter weight golf pants. Not picky about the pants, buy whatever is on sale, which more often than not is Adidas.
That said It's all about keeping my hands, feet and head warm. I keep hand warmers in my mittens and my pockets. Always wear a stocking cap, most refer to it as a beanie now. Feet are trickier but I have lots of high tech socks from my hiking and running days. As long as I can do that everything else feels warm.