The important factors in undergarments are total insulating capacity, bulk, mobility, and weight required. In general, as insulating capacity goes up, weight required does, too. Often, bulk increases and mobility goes down. So if you dive in cold water, you're going to be dealing with a bulky undergarment and a lot of lead.
I have owned a 200g Thinsulate UG, a Whites MK3, a Halo, a DUI 400g (the old, red one) and a Thermal Fusion. I have borrowed and dived a Weezle and the heavy DUI fleece undergarment. I hated the DUI. It was bulky and stiff and bunched up in the small of my back in a thoroughly unpleasant fashion. The 200g Thinsulate is not warm enough for Puget Sound -- it sufficed when I was a new diver and did a lot of swimming, but once I got good enough to sit still, I got really cold.
For my money, the MK3, Halo, and TF are pretty similar in insulating capacity. The MK3 may be marginally warmer than the TF but it requires another 3 to 4 pounds of weight, and it's bulky. I dive it with my Santi suit, where I have lots of room to stuff things in the legs. I dive the TF with the Fusion, because it's much easier to get into the suit (although the UG itself takes a bit of wriggling). I really liked the Halo, which was streamlined and warm (weight requirement the same as the MK3), but the shoulder pads kept me from reaching my valves easily, so it had to go, replaced by the TF. This is not really an issue for single tank divers. I thought the Weezle was similar in warmth to the other garments I owned and had no real advantages over them.
When you live with an undergarment, other things also become important. Does it have a pocket you can put keys in, and CAN YOU GET TO THAT POCKET without taking the entire dry suit off? The Halo has its pocket on the outside of the right arm, which requires getting the arm out of the suit to get to the contents. Somebody wasn't thinking on that one. The MK3 has a drop seat, which is awfully nice for a female diver not using a p-valve, because one doesn't have to get out of the top of the suit to use the bathroom. That's really nice when the weather is cold, and it also keeps the sleeves dry
. The TF has "hand warmer" pockets which aren't really pockets. I have had problems with things I've put there falling out -- so far, I haven't lost any keys that way.
A final consideration is laundering. Thinsulate undergarments are unforgiving of washing. The Thinsulate fibers have a waxy coating that keeps them from packing, and if the garment is washed too often or in hot water or with detergent, you can damage or remove it, causing the insulation to work poorly. If you dive cold water in warm weather, you WILL want to be able to wash your UG periodically, or nobody will ride in the car with you. And if you use a p-valve, well, there are those times . . .