UA is pricey, I agree. Then again, I have lots of it. I haven't tried their HeatGear, but I have 2 GREAT long sleeve ColdGear. I took them to AK while I was there, and wore them hiking in MI during the winter (about 10-15 degrees). As base layers, they worked well. Don't expect them to "keep you warm" so much as "keep the sweat moving." I've literally gotten into the car, and found the 'pit stains but felt really dry.

However... that being said, when I did stop while hiking for lunch, I did feel the chill come on quickly.

If you can find cheaper, probably OK. I've haunted Ross, TJ Maxx, Walmart, etc for knockoffs. I found Nike to be equal quality for slightly less. Columbia, the Target brand, and the generic Walmart brand are so-so.