For cycling, I have a Sugoi wind jacket I like a lot. I've never had any issues with odor. It's a little bit heavier than other wind jackets. I have an Assos jacket for riding below 40 degrees. It's great, got it for about 30% of the original price of $300.00.
For hiking, cross country skiing, and snow shoeing, I have an Ibex very thin wool/poly jacket that I got last year, and an older Go Lite jacket that is super warm. That also has detachable sleeves, to convert into a vest. I'm happy with all of these. Maybe you should look into a thin Smart Wool base layer to prevent odor.