I'm in Virginia and wear Smartwool or Icebreaker tops as light layers under a jacket on really cool or cold days.

One thing you might want to keep in mind as you're planning a winter cycling wardrobe is the value of ZIPPERS on your underlayers. My wool tops are mostly lightweight mock turtleneck 1/4 or 1/2-length zip-ups. The zippers allow me to dial in just the right amount of ventilation. Being able to adjust as I go along makes an amazing difference in comfort on a long ride.