I've used cotton, silk, polypro, and wool.
Hands down, silk wins. Cotton is useless after about a day.
Polypro stinks after a day, and melts when you're next to a fire. Washing it to remove the smell only makes it smaller.
Wool would be fine, but it's thick and makes me itch.
Silk works.
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Member of the toughest, meanest, deadliest, most unrelenting -- and ablest -- form of life in this section of space, a critter that can be killed but can't be tamed. --Robert A. Heinlein