I buy most all of my clothes second hand, the exception being cycling shorts. Those I bought new.
You can find a lot that way. It's cheap, and it's recycling.
I wear a pair of yoga strech pants by Nike (second hand, $6) over my bike shorts when it's cold. The bottoms, unfortunately, are the usual flare, so I took some velcro straps and just put those on when I am riding.
Under my jersey I wear Kenyon long underwear (cuz they're local and often have warehouse sales.) Sierra is having a great sale on sports long underwear right now that you can get the same price as secondhand - here is the link: http://www.sierratradingpost.com/sea...criptions=True