FWIW, Under Armor got in on the ground floor with this microfiber stretchy compression gear (loose gear, heat gear), marketed it to all sports teams worldwide, and has made a mint on it. It is good stuff for sure, but they are proud of it in their pricing (and you can look all day on line and the best discount you can find is one or two bux) . A set of cold gear compression drawers and mockT-neck long sleeve (I have a set) runs over a hundred bux. There have since been a lot of other good similar products made that are practically the same but for less money. It is worth your time to do a little searching and comparative shopping.
A word to the wise; UA cold gear is designed to generate muscle heat when you are motionless, like hunting or riding a bike in the cold. It is
really tight if you buy it in your regular size. It feels good when you first put it on. And if you are a very trim person fine, but if you carry around a medium belly like me (5'9" 195)(or larger) it gets downright uncomfortable akin to a corset after awhile (both the drawers and the T) (mine has never stretched out over time either). I recommend you go up at least one size or even two sizes if you have some extra body fat. It will still fit snugly and be warm, but you may actually use it, instead of leave it hanging in the closet.
I later got a set of Costco Paradox base-layer drawers and zip mock T, that may not be quite as warm as the hard compression UA, for less than half the price of UA, and I like it
much better. I just searched Costco, and they have changed it from pure man-made to merino wool blend. My stuff actually ran a bit large, and mediums were a good fit.
http://www.costco.com/CatalogSearch?storeId=10301&catalogId=10701&langId=-1&refine=&keyword=Paradox+base+layerAlso, cold gear has a nappy tight microfleece on the inside, and (the T but not the drawers) makes me itch after awhile, so while you're supposed to wear it against your skin as a base layer, I wear a cotton T or tank under the cold gear MockT.
YMMV
PS: Cabelas is a very good place to comparative shop lots of gear, including UA (and don't forget to look in the Bargain Cave section)
http://www.cabelas.com/catalog/browse/_/N-1100900