One-ish word:
UnderArmor
Upside: They can double as Yoga gear / Workout clothes / PJs AND you can resale the kids on ebay/craigslist for 2/3s bought price
Up here in the constant 50s and drizzel, I wear UA under my jeans and tees 10mo out of the year. When I'm up in the mountains, all I need under my skigear is UA.
Wicking, no overheating (it's what well funded military units wear under bdus, because they keep you toasty but when you start *working*, you don't overheat and stroke out), magical stuff.
Plus you can wash them in a sink, and hang them and they're dry by morning. If you have a machine, they're dry in about 15 minutes.
* There are a lot of knockoff UA type 1st layers. None are as magic as UA, although they all work to some extent as long as they aren't cotton.
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- Gloves & Hats & Scarves (you don't need to go pricey here). Hats help you retain up to 70% of lost body heat through your head. Even a baseball cap helps a LOT, but a beanie will be warmer. Scarves? OMG. You want your neck to be warm. NOT to be skipped. Get long ones, fold in half, put over your shoulders, pull the 2 ends through the 1 loop. Keeps your whole neck warm and stays on without choking you or catching on things. Put the ends in your jacket before you zip it for extra warmth.
- SmartWool Socks. Preferably the kneehigh ones.
- (bonus, if you're driving). Sleeping Bags. Keep a couple in your car. They're snuggly for driving for the passengers (unzipped), kids pass out in them (esp. for coming back to the cold car after a cold night), and when you want to lay on your hood and look at the stars, you don't freeze your patoot.
- (bonus) Cheap disposable lighters. This is for lost gloves, wet gloves, etc. When you're NOT wearing gloves, you put a lighter in each hand. Even a cold icy hand. The lighterfluid warms up to body temp in about 10 seconds. Then your hands warm. Then the fluid warms further. Hands, fluid, hands, fluid. When we had to be on patrols we couldn't wear gloves, we kept a lighter in each hand. I still carry several in my car. The other night I handed my 9yo two of them, and his clammy cold white hands turned pink and healthy in 2 minutes. Both the lighters and your hands heat up to apx 100 degrees. Any plastic lighter works... I prefer the standard bic oval shaped ones because they fit palms best.