One of the best materials for this is fleece. Fleece offers several advantages over traditional fabrics. It is lightweight, warm, and very soft against the skin. Unlike cotton or wool, it absorbs little moisture and dries quickly. It also insulates when wet.
Most manufacturers produce three weights of fleece outerwear to cope with a variety of conditions.
Some fleece treated with a wind resistant coating enables it to function as an outer shell in milder conditions. Those favoring traditional fabrics can opt for wool garments ranging from vests and sweaters to heavy Mackinaw cruisers. The final layer is an outer shell to combat wind, rain, and snow and provide an additional layer of insulation. Fabrics made of Gore-Tex and Supplex do a good job of this and are lightweight. These fabrics are also breathable and allow moisture to dissipate outward.