Cabela's is a good place to start looking for stuff. Great catalogs, good Web site, excellent customer service.
L.L.. Bean also has excellent customer service.
Best place for savings: Sierra Trading Post. Their stock is what is it any given time, as they resale closeouts, overstocks, overruns, etc. ... but really good prices on some top flight stuff and really good people to deal with. (Quite a bit of women's stuff, too.).
Re cotton: I wear it a lot, but I avoid it for outdoor winter activities. It's a disaster as a base layer.
When I returned to upland hunting (lots of walking) at about age 30 after a long absence, I wore cotton longies, jeans, a flannel and a down vest on my first trip out, which was on a very cold day. I was an ice ball at the end of the day, whereas my two brothers -- who were more knowingly and modernly attired -- were dry and comfy.
I quickly learned about polypro, thermax, cool max, merino wool and the like. Sweat-wicking is important in outdoor winter activities the require any exertion.