To expand on what Oz said (I feel like I've done this somewhere before
), merino wool - the only brand I can think of right now is SmartWool, but more affordable exists - is also a nice thin insulating layer. I prefer it as a mid-layer on top of synthetic, cuz it's not always soft. When it's super dry out (like it is here, now), I wear some kind of blend (synthetic/cotton) to lessen static. 
