Skiers have to dress to stay warm, dry and protected from the wind. If somebody on my team shows up with cotton against their skin, they don't practice. You've just got to keep them clean. The second layer is for warmth. Fleece and wool make good layer stuff.
Fleece has the advantage of being lightweight, dry and a capable wicker.
Wool also is a great insulator, plus it can absorb some amounts of water and still retain insulation. However, it does not wick well, and if it takes enough water, it can begin to lose warmth. The middle layer should be tight-fitting but should not restrict movement. For many, those first two layers may be enough. Alan Boraas, a former high school ski coach, said if it is 20 or 25 degrees outside, the skier only has to put on enough clothes to stay comfortable when sitting in a 60-degree room.