I went for a cheapo sports direct thin base layer top and leggings a couple of years ago, and they have been good so far. The top could do with being a little thicker but the leggings are great, not too tight or thick to feel restrictive. I also have one of their Karrimor running tops, which has a smoother silky texture to it and is warmer than the other one. Usually wear a buff or (network rail issue!) balaclava too.