I think these a worth a try when it's freezing or below. Only £1.20 a pair, although postage is £4.95, but they have nationwide branches, so could buy from store. I only got them yesterday and it's warmed up now, but could be good as a base layer
http://www.arco.co.uk/products/12T5500/384045/Arco+Knitted+Polyester+Chill+Liner
http://www.arco.co.uk/products/12T5500/384045/Arco+Knitted+Polyester+Chill+Liner