If you get cold, and baselayers aren't really helping, I'd suggest getting a down midlayer. Find something with a heavier weight (8 oz+) with 800 fill. That will keep you warmer than any amount of wool layering. Obvious downside is there is relatively little flexibility if you get hot.
Patagonia and mountain hardware offer some of the best quality jackets, but you'll be paying for it.
I have a GoLite for the days below zero, it keeps me warm enough.