get an Icebreaker base layer, they are merino wool and can be worn casual as well as technical. Warm, wicking, odour free, machine washable. They do leggings too. Selfridges sell them or a good outdoor shop like Field & Trek in Covent Garden. They are expensive but very high quality and well worth it. A good base layer and then a couple of fleece layers with a windproof jacket on top. Hats and gloves essential.