For commercially available stuff I'd stick with the 4th element halo, and I've seen really nice Santi thermals. I prefer a 1 piece so things don't move around.
I'm totally OCD on this topic:
These days I'm importing fabric and making my own as I'm just not satsified with whats available.
Malden Mills makes nice fleece (powerstretch & powerdry), and for a base wicking layer I'm using the Carvico fabrics: darwin, artica, acapulco, and xlance. Good garments start with good materials so check carefully. Avoid laminated materials like the plague.
I'm using a new Merrow MB-4DFO machine for flat stitching, and a typical industry standard 3 needle flatlock machine for some standard hemming... its a real pleasure to have perfect fitting undergarments. I've actually stopped wearing cotton, nylon, and wool at all for undergarments as the modern olefins/poly from Carvico are so far ahead of what is mass produced in the market currently. I just laugh when I see nylon and cool-tech shirts from the majors going for $40-$80 per shirt as the Carvico materials outperform these to such a degree its crazy.
For cycling I made my own fitted suit out of Carvico Acapulco (100% poly, yes thats 100% poly with no elastane) and its more comfortable to wear this in 100+deg weather than any $300 cycling jersey I've ever worn... you'd have to try it to believe it: This suit also makes a perfect dive skin, UV block, rash guard, and I also wear it as an undergarment under my workclothes.. its that awesome.
All my socks and underwear I make out of carvico xlance... it a different kind of material and like no other in the world, but hard to explain until you've felt or worn it. Xlance is like a second skin and does loose some elasticity (no elastane but a patented olefin stretch fiber.. it just stretches different) with wear so fit has to be spot-on. Anyway, I wear the xlance socks for a week without washing as the material does not to wear, does not hold odor, and wicks like crazy. Sounds strange, but untill you've tried it..
My next step is an ultrasonic seaming and taping machine to step up my game for zippers and edge hems... then maybe I'll make somethng available but I dont think the market is willing to pay for this level of garment as fit is as imporntant as the quality of material; I'd have to make made to measure garments.
So the short of it is if you have the capacity and skillset make your own...you'll be much happier.