I have chosen to concentrate as much as possible on Natural fibres as these are some of the best thermal insulators you can buy. They also keep their thermal properties even when wet.  Angora Wool has hollow fibres and is almost seven times warmer than sheep's wool, so its is a more expensive fibre.  Merino Wool comes from the Merino sheep, and is the softest of sheep's wool and gives a great balance of cost and performance.  Modal is made from trees, and gives a lovely feel.  Silk is another great natural insulator and the fibres add strength and a lovely look and feel