I'm in the same boat and Cabela's does silk, silk/cashmere & poly tech fabrics for hunters/ice fishermen. And look for polypropylene because if you get to warm on your walks you'll sweat and if the fabric doesn't wick away moisture you'll be cold again
I love smartwool, hot chilis and patagonia all (I work at a ski hill, so I wear a lot of long underwear). I personally prefer to have multiple pairs of a thin weight that I can layer depending on the weather, but if you really want the warmest stuff out there, look for 'expedition weight' - usually each brands' burliest offerings.
Location: Amid the prairies of the Midwest with the tiger swallow-tail butterflies.
I always buy long underwear from Sierratradingpost.com. Everything's about half-off. I like Smartwool but there are lots of other good brands available on Sierra Trading Post.
Victoria's Secret used to sell the very best long underwear in the world. Incredibly soft. Just a little bit sexy. Don't know whether they still carry it. Haven't seen it in the stores for ages, but they might carry it online.