To find the variety of thermal underwear you should get, start with your level of activity. If you’re looking for something to just keep warm around the house in winter months, basic cotton varieties will work. But if you’re very active and sweating, you need wools, silks and synthetics that can wick the moisture from your body and even control odor. The other factor to consider is the fabric weight. A good rule of thumb is that the colder the temperature you’re in, the heavier the fabric should be.