Also: this may not apply to you; does anyone wear natural (cotton) clothes on bikes anymore? I do sometimes in the summer to keep cool. If you do too, you will need to be a bit more particular about your clothing for cold-weather riding. Any sweat moisture that isn't wicked away will stay wet and make you cold, and your body will have to work harder to keep you sufficiently warm.

Synthetics (and maybe wool) really are the way to go, especially for base and mid-layers.