I just bought wool from head to foot for an underlayer, as it stays warm even when wet. Nova naturals and nordic naturals woolens carry Ruskovilla clothing, which is fabulous, though pricey. I got a long sleeved marino onesie, long johns, silk lined wool mittens, wool socks, and most importantly, a wool hood. the hood covers her head, neck, and shoulders so only her little moon face peeks out. she doesn't mind it and it's warm. in colder weather you could top it with a hat. I do regret the socks, as I paid as much for shipping as the socks, only to find that REI carries smart wools for babies (16.00 for two pair) super cute,and our family lives in smart wools for winter. I think layering is the best way to go. I figured splurging on the base layer was important, then found a fleece bunting at the thrift store to top it off. The wool is super soft, btw, not itchy at all. I was going to ask for piece by piece as relatives asked what we needed for christmas, but I want her to be warm now.