There are several kinds of wools - Merino wool (similare to cashmere but more durable), Lambwool which is durable but a bit itchy and Alpaca, Shetland and Mohair (which what Ive heard are bit itchy...).

Wool and cashmere are basically the same thing although cashmere is more expensive, fragile but a lot softer than the wool material.

and very fragile to cold... its definitly no fun to Which material is warmer cashmere blend wool or polyester with fleece lining? cashmere wool buy australiawear 3~5 pair layers of tights, -_-

Fitted (Spandex) first - Wool blend in the middle - Thin Tights/Leggings on the top, is the way I personally layering them. Works best to me. Wool is almost like an insulator!

In Swedish winters it can be as cold as -18C/0.4F outside, so I cant keep myself warm with one pair and the tights/layering even beat the jeans when its come to keeping yourself warm. I wear between 2 to 5 layers in different materials/thickest of tights/leggings depending on the temperature outside.

My thickest and warmest pair are from H&M with the material 35% Wool/33% Rayon/22% Nylon, 7% Angora and 3% Spandex and another pair which is a velvet/polyester kind.

But in my opinion, I think layering tights/leggings over eachother is the best method to keep yourself warm.

Personally, I go buy wool blend (allergic to pure wool and fosfor material)