At least they are at my disposal. The kind of long underwear they sell at most department stores in the mall is usually insufficient. What you need are heavy or expedition weight pieces. Your local backpacking store should carry them and there are a few catalogs that carry a good selection as well. Revolutionary fabrics such as Thermax or Polypropylene have been a boon to winter wear, wicking moisture away from the body thereby keeping it dry and so warmer, all with less weight.
Some people prefer silk as a first layer, but remember to get good pieces to layer over it.
Whatever fabric you choose, pay close attention to it's washing instructions. Putting some in the dryer, for instance, will deplete their wicking ability. I have found that a one-piece long john works well. This is definitely open to personal preferences and you may have what you need in your closet already. Some people like a heavy flannel shirt for their second layer.