I prefer wool for cold weather riding too. I don't think it wicks any noticeably better than my high quality synthetics, but it definitely keeps me warmer once it's wet.

If you are really turning into a sweaty mess, my guess is that you need to vent your jacket more when you are warmed up and working hard. Then, as you ride home at an easier pace, zip up and trap that heat inside. If you vent well, you can keep yourself from getting too, too wet. Pit zips, unzip the front (sometimes this works best to unzip from the bottom on a 2-way zip jacket), push your sleeves up, etc.

But again, once wet, only wool keeps me warm.

Oh, and I agree with Regina - if you are starting out comfy, you are over-dressed for the temps!