Typically, there are three layers in a weather-protective clothing system:

The Wicking Layer
The base layer, this should be worn closest to the skin. Its job is to wick moisture away from your body, minimizing wet conductive heat loss. An effective wicking layer should be breathable and non-absorbent. Synthetic fibers like polyester and polypropylene are good choices; natural fibers like cotton, wool, and silk are not, since they actually absorb and retain your body's moisture. They can become uncomfortable very quickly and then stay that way, since they dry very slowly.

The Insulating Layer
The insulating layer's prime function is to trap air, an extremely effective insulating barrier. Worn over the wicking layer, the insulating layer is often made up of synthetic fibers, since they retain their insulating abilities even when wet. They also wick better and dry faster than natural fibers, such as wool, and tend to be less bulky, allowing greater freedom of movement.

The Weather Protection Layer
You may know this layer as 'outerwear' or a 'shell.' It covers and protects all the other layers. If it's wet outdoors, this protective layer must be waterproof to ensure that moisture stays away from the layers beneath it, and it should also be windproof, to prevent convective heat loss. And finally, like all the layers in a clothing system, outerwear must be breathable, to allow your body's moisture vapor to pass through.

All three layers are important ingredients in the comfort control formula. However, they don't all have to be worn at the same time. Vary them according to the weather and your level of activity.