As a Japanese company their clothing tends to run small, so as an hourglass, 5ft 5, dress-size-10-sometimes-a-12 in most shops, I expect to wear at least a medium in Uniqlo. E.g. for comfort I have the skinny joggers in an L.
The heat tech base layers are an every day staple at this time of year. Really light weight but incredibly warm under layers that keep you warm. i have some skin toned so you can wear a light colour fine sweater or shirt and not have the bumps or colour of your underwear show through.
I also love the collarless, sleeveless, down gilet as it's virtually invisible under eg a denim jacket or blazer/suit jacket but it will keep you so warm you can go without a coat on milder days.
Otherwise, their knitwear is really nice - good range colours and choice of necklines. I like the lightweight merino cardigans.
This may seem random but, I really recommend Uniqlo folding umbrellas! I like them so much I have three now - one navy, one black, one khaki, for home, work and the car - they are so sturdy and can withstand really squally weather!