Nope, not all wool is equal. Merino wool is very nice. Virgin wool in general is nicer than non-virgin wool due to longer fibers.

Filson is pricey and worth the bucks IMO, as is Smartwool. I've got a few Filson wool shirts and it's hard to tell from feel that you are wearing wool, no scratch/itch. Smartwool socks are outstanding IMO.

Some Woolrich is good, not as nice as Filson and Smartwool, but good nonetheless. I've got wool from other brands that dates to the early 80's and it still does warm quite well.

My opinion, YMMV.