Odlo's Evolution Blackcomb Warm long johns are not especially thick or heavy but they're certainly warm and on top of that they feel absolutely great next to your skin. If you want something even warmer Odlo have an XWARM model too.
Odlo's 'Greentec' technology sees them incorporating 38 per cent recycled polyester in their Evolution range. The Blackcomb has improved insulation thanks to a combination of knitted 'function zones' with flat seams that provide additional thermal insulation at your knees and better ventilation at the knees and bottom. In addition the Blackcomb has a ski-specific waistband, which is cut higher at the back for better insulation and improved comfort.
The lack of seams is the most obvious point in terms of comfort, but the soft, smooth feel of the fabric against your skin is great too, and it has heaps of stretch.
You even get a funky camouflage design should you wish to wander round in public in your underwear.