Almost all the hikers I know of use long underwear. It's a practicality thing; they make you warmer without adding much bulk, so they fit easily under clothes & raingear. I usually end up wearing them at night and in the early mornging when it's chilly out. I'd recommend midweight ones for general use, but in summer you can sometimes get away with silkweight ones. My dad even knew a guy who liked to use pantyhose. <img src="/forums/images/graemlins/grin.gif" alt="" />

To keep warm while on the move it's easier to use a warm hat and vest, otherwise you end up changing clothes every time you stop.