Uniqlo heattech, online and instore from £5.90.
If you haven't tried them, the heattech range is super comfortable, lightweight, stylish with clean lines and surprisingly effective at retaining heat. Don't just take my word for it: http://doesitreallywork.org/uniqlo-heattech-review/
I personally have been wearing my sole heattech top a lot already this winter so stocked up on a bunch for myself and a partner.
The sale includes t-shirts, camisoles, vest tops, long-sleeved tops, leggings and socks. I may have missed some off.
You're looking at £5.90 for a t-shirt and £7.90 for a long-sleeved top and at these prices they really are a steal.