I have UA Cold Gear and wear it for Winter dog training when it gets into the teens. With dog training, the activity is fast and furious for a few moments, followed by waiting. I am usually outside for 8-10 hour stretches. I feel much more comfortable (warmer/drier) with the UA on than when using cotton as an under-layer. I have never tried other brands, but probably will due to cost of UA.
My two cents...
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Gary