Layering, Breathable, Capilene,
Poly-pro, wicking layers

Whatever high output sport you do in the winter, these layers will help keep you dry even when you are sweating.  High performance, breathable layers keep you warm as well by wicking away moisture from your skin.

Modern technology on your body

The best layering materials in the world are found here.  You will be truly comfortable when you wear the right layers for your endeavor.  Avoid getting too hot or too cold and make life simpler.  Stop worrying about your body's temperature and get on with it!