As said, merino wool base layers and socks to start. The heavy Guidegear ECW base layers from Sportsman Guide over that. For me, that cheap ECW underwear that came from our armed forces is the warmest I have found. The form fitting UA stuff doesn't come close for me.
The best thing to insure a longer set is to get some coveralls or overalls that will fit over your current clothing. Make sure that they have a goretex (or similar membrane) layer to block the wind or rain. Carry them in to put on at the stand and NOT for your walk in. The BoneDry or Dryplus coveralls and overalls from Basspro/Cabelas are a good bang for your buck (pun intended).
If you sweat on the way in, you are already starting behind the curve. Your body will use some of its heating to dry out that moisture. Try to walk in with the bare minimum on to keep from sweating. If it is a long walk, carry in your merino socks, and change at your stand. If your feet are sweaty, you are starting behind. A pack with some straps on the outside that lets you strap in extra clothing is pretty much a must have. I look like the bag lady on most of my walks in.
And, one final item that will make a major difference, is a merino or heavy fleece buff for your neck. I use some of the camo ones from the Buff company. They are relatively cheap but do an amazing job of cutting down on some of the heat loss in your neck area. If you want to really treat yourself, slip in one of the little handwarmers under the Buff on the back of your neck. Your whole body will feel warmer pretty quickly.
