No one has mentioned these so I will ...
Merino wool thermals - an extremely fine soft wool which is not itchy, naturally anti-bacterial, never smell (no matter how bad you do) and more efficient at warming and wicking away moisture than any new tech materials.

Cheers, Richard
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09 America, Staintune Pipes, K&N, Breathe, Hagon Nitros, AI & O2 removed, tune 20184 (modified), MTX-L a/f gauge