i wear UA compression pants, and then just a loose fitting shirt on top. i like the compression pants because they're not bulky at all under your snow pants. Try the NikePro stuff too. I like it more than UA, and its a bit cheaper too (and goes on sale from time to time, unlike UA)
I wear NikePro long compression pants and they are awesome!
....i also wear my hexpad girdle from high school football on top for hip and butt pads