I have used every form of "heat gear" and "cold gear" ever made, methinks.
I have worked in EXTREME temperatures many, many times. When I say extreme, I mean from -60° to + 130°. often times we have to wear "ice vests". Other times, we freeze our azzes off.
UA or PP is a good base layer. Anything that directs moisture away from the skin, or dries quickly.
Heat gear will still make you sweat, but is far superior to cotton. I often wear PP T-shirts.
Second layers of polypro are nice, and cheaper than cold gear. PP will keep you warm and dry, under whatever conditions.
An outer layer of wool, and you are GTG....