OUTDOORS, ETC: "Do not wear cotton clothing; Cotton is bad when it gets wet. Instead wear clothing made of various synthetic materials. Several light, loose fitting clothing layers are more effective than one heavy article of clothing. A time-tested layering system consists of a synthetic shirt, pile/fleece jacket, and wind/rain shell (ideally GoreTex).
An uncovered head accounts for the majority of body heat loss -- always bring a hat."