Look for the jacket liner from the military jacket in an Army Surplus store. Best $15 I ever spent. Lighter than fleece, dries quickly when wet, and windproof. Don't worry about sewing up the armpits (they're left open for breathablity) but do sew on buttons. I've had one for two years now and it's never let me down.
Also highly recommend the C9 brand found at Target. I have two of their shirts and two pr. of their synthetic underwear in boxer briefs (keeps my legs from chafing and again, dries quick).
Wal-Mart has a great windsuit(pants and jacket) on sale for $10 that I just purchased that I got to use this past weekend. All synthetic, blocked wind and when coupled with a good pair of Med. weight thermals(from Bass Pro-expensive but worth every penny!), very warm.
Bass Pro Shops sells cheap "fisherman's" zip-off synthetic pants for around $20 w/ a liner. I personally don't like liners so I cut that part out but many swear by them. Either way, these pants are really comfortable. 2 pairs ought to do you for a long time...probably only need one pair.
Wal Mart also has 95% merino wool socks in their hunting dept. for $6-7. The rest is spandex or something like that, no cotton though. I usaully carry 2 pair and wear one pair. One of those is dedicated to sleeping in though.
WalMart also carries the cheap aluminium grease pots for about $5. That and a plastic spoon (again found in their camping section) and cup will do you for food prep...along with the handy dandy beer can stove you'll have made by now!

Frogg Toggs...work great as a wind suit and even better as a rain suit. Cheap but easily torn according to some, although I've never ripped mine. Also handy to put on when you're washing all your clothes at your evening camp.
Everything you wear should be synthetic so as to aid in drying out quickly and moving moisture away from your skin...unless you're in a desert in the middle of summer, but that's a whole different kettle of fish.
A good headlamp is much better than a flashlight anytime, no matter what.'nuff said on that.
Compass and whistle and a small knife are good too (think smallest Swiss knife they make).
Cheap, nylon, long sleeve shirt with big vent across the back from Campmor..I think I paid $20? Anyway, good for both cold and warm weather.
Hope this helps and remember...your milage may vary!