thermals for the winter

.... with just some standard cotton long johns and a basic base layer with no problems

There is a military saying: Cotton Kills

Cheap alternative, wear your wifes/gfs tights and wear a jumper?

Good Point, certainly in the '70 many Infantry Soldiers wore womens' tights on exercise. Taking them off in front of your mates in the comunial showers was the worst part!

There are like a zillion different brands
Helly Hansen range is personally my favorite .

I'd agree HH Lifa if they still do them are top notch. Nice and light and if it gets too warm and you take them off they are easy store in your pocket etc

Last year I bought three pairs of 50% woollen Long Johns on Flee Bay, brand new ex Belgian Army for about £6 each. I like them, one thing they have is a separate cord waist-pull which I find handy.
 
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