Wool vs Silk
I've had both, as I am a long-underwear kind of gal. I have DEFINITELY found wool to be more comfortable over a wide range of temps. It is also absolutely warmer than similar silk.
My favorite long underwear are Ibex. I've tried a few other wool longies, but Ibex wins hands down.
Ibex vs Smartwool vs Icebreaker
Ibex has had the best quality in my experience. Icebreaker is close second. Smartwool (their clothes, not the socks which are awesome) has come in third for me.
"If Americans want to live the American Dream, they should go to Denmark." - Richard Wilkinson