If you spend any significant amount of time in the cold you owe it to yourself to get a union suit. 10x warmer than a two-piece thermal set. Scored a red Carhartt one at a discount store a few years ago for cheap and I only take it off long enough to wash it ~January-February. I've stood in single-digit weather for hours with my union suit as a base layer and some Mickey mouse boots and been damn warm.
Thanks for reminding me how much I love my union suit, OP. Fuck it, I'll wear it to bed tonight. First wear of the season