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I've started wearing a wool jumper (pic rel) for work here in Australia and it's amazing, I've cut down from many layers of cotton/poly shit to one cotton workshirt underneath it (I've found that adding a singlet or undershirt that shirt is too much, cotton or synthetic).
Keeps me nice and snug, just wish it was a bit better in cutting wind out but I throw on my oilskin vest (cotton impregnated with oil to become waterproof) over top and that works well.
I also wear wool socks and wool thermals under my jeans and I can't recommend it enough.
I'm honestly considering some sort of wool pants as well, I just don't know how well they would hold up to the heavy abrasion and oil I deal with at work.