Long Johns are the transpiration layer to wick chilling perspiration off the skin ( unless you buy into vapour barrier lining theory.) As such, cotton actually works well if you are garanteed 20 degrees or lower. Anything above and it slowly begins to earn it's 'cotton kills' reputation. Another option are fishnets, invented in Scandinavia and available from Brynje and Wiggys. The theory is the netting allows VERY rapid moisture transfer and traps larger pockets of warm air in that initial layer. Longjohns also come in various wieghts for different temperature ranges. There is no reason not to try and even carry more than one set for true versatility.