I shop at places like Marden's in Maine, Frenchies in Atlantic Canada, and even LLBeans will have some good deals sometimes. They don't have alot of light stuff, because they seem to be able to sell heavier stuff for more money, but when they do have light stuff it is often quite cheap.

Stuff to look for:

Very easy to find around here:
85% light wool dress socks for $5 a pair.
100% light wool sweaters for $10-$15. Good for skin layer or main layer.
Polyester Skin Layers for $10-$15. Make sure they are light. 4-6 oz tops.
200wt fleece (very low water absorbing) for $20-$35. Good extra layer in winter.

Don't buy fleece unless you know it is very low water absorbing. The good stuff will last virtually forever and you really only need one set so it might as well be the good stuff even if you have to wait for a deal or bite the bullet and pay more. Make sure it is the lowest water absorbing possible. Don't get fooled by high prices or brand names. Quality varies even with the good stuff.

Less easy to find around here, but not too rare:
4-5oz cheap light nylon wind jacket and pants. $15-$20. Lighter the better.
100wt fleece (very low water absorbing) for $20-$35. Good all year round.
100% medium/heavy knit wool sweaters for $35-$70. Durable water resistant wool.

It is good to have one set of top quality 100wt fleece and one top quality medium weight but durable water and more resistant wool sweater, like a fisherman's jersey, even if you have to pay a little more. You don't need to start a whole collection, but you might consider paying some lady $150 to knit you something once you know exactly what you want in a wool sweater. Some alpaca sweaters can be super light and warm, but they do tend to felt more than a really durable sheeps wool. You don't need the finest wool for a medium or heavy sweater. Length and strength of fibre and resitance to felting is as or more important for medium and heavy wool sweaters and mitts and hats also. You won't really know how much better a decent medium wool sweater or a pair of wool mitts is until you try a pair. They should really smell like wool. Go to a place that sells wool and local hand knit stuff and you will know what to look for. Start with a pair of mitts, then you will see. I don't like paying top dollar for factory made trade marks, but its quite another thing to pay a real knitter or other craftsperson top dollar for decent work using top quality materials. Again, you don't need a whole collection, but if you buy one thing, even a pair of mitts or socks for $50, you will at least then know what real quality is. It helps to know the knitter to know that it is being done right without the middle men, but some wool shops and guilds are safe bets also. Custom sewing work might be well worth getting done also once you know what you want. I don't mind messing around on my own until then. I have used some local shoe repair folks and sailmakers and seamstresses on some small projects, and will go back to them once I know what I want and can't do it myself.

Retail outlets and middlemen and even these so called entrepreneurs are a dime a dozen these days but truly good local craftspeople are as rare as hens teeth.