Filson probably offers the best of the best, and for some things I would definately spring for Filson. Their heavy mackinaw wool coats are just too good to pass up. Their wool shirts are fairly smooth finished wool and while expensive last and last and last. Sometimes a good amount of money spent on something that can last you a lifetime is cheap.
For pants I have found surplus wool pants to be an excellent bargain. Sometimes the wools are a bit harsh but if worn over a thin underlayer are fine. I have found Eastern Block surplus to be about a scratchy as bob-wire but German, NATO, Italian, Austrian, Australian wools and US 1950's era pants to be quite nice overall. Surplus shirts seem never to be cut well for me (too tight). Filson pants are top end (especially their whipcord wools) but for heavy weight wools I actually prefer some of my surplus ones.
Sweaters again, the surplus market offers up some nice stuff, but Filson makes a waterfowler sweater that is near perfect.
Base layers....Ice Breaker and Smart Wool are worth every single penny. Sierra Trading Post many times offers Ice Breaker baselayers at excellent prices. Ice Breaker merino wool baselayers are pure heaven.