I had a thread previously about getting an Oodie or a knock-off version but still wasn't keen on the awfulness of the design aspect, so I was shopping in Uniqlo to check out their thermal range and discovered their:
HEATTECH Extra Warm Cotton Crew Neck Long Sleeved Thermal Top | UNIQLO UK and the leggings HEATTECH Cotton Extra Warm Thermal Leggings | UNIQLO UK (currently on offer at £14.90).
For going out, I wear a cashmere jumper on top and a wool jacket and warm hat, together with Fitflops shearling leather boots. Also, with their HEATTECH Lined Touchscreen Gloves | UNIQLO UK , and I'm very warm. No bulk of wearing lots of layers. I didn't wear a scarf as a rollneck is sufficient in keeping the wind/cold out.
Indoors I'm wearing the top and the leggings with just a dressing gown, hat and using electric footwarmer and I'm safely covered. I wore them for 5 days straight, but it needed washing. Now considering whether to buy another set to use alternately.