I think REI will have the Leki baskets. That's where I got mine, I'm pretty sure. I had another pair, but they were for some other brand and didn't fit; might have been Komperdell. Get the right ones otherwise you'll be taking them back.

As far as thermals, there are lots of posts here on them. I have old midweight Capilene I really like, but other people love Merino wool. I wouldn't think you'd want expedition weight, unless you are really far North in subzero weather.
Don't get me started, you know how I get.