I don't know about you but I have had plenty of wool socks and wool gloves that have gotten wet and I couldn't wait to get them off and put on a dry pair. I have yet to find this magical pair of wool anything that keeps me warm when it's wet. I've never thought, hey I'm cold, I'll just put on a wool suit and jump in the river so I can warm up.
I wear what I have in my closet. I do have some nice rain gear because I think staying dry is the main thing. I hike in shorts, jeans or carharts, wear t-shirts, long or short, maybe a flannel. I usually have a fleece and a tobbogan and a sleeping bag rated to 40 degrees. I have rarely been cold even when it dips below freezing. It should be fairly warm inside your tent if your tent is properly sized for you. I also generally wear the same clothes almost the entire trip unless I get completely soaked in sweat while hiking. I always have a change of clothes in the pack and another clean set of clothes in the truck for the ride home. I'm all for nice gear if you can afford it but it isn't necessary. For me, light is the key and comfort is waiting back at home and Whiskey is my favorite set of winter clothes.