Wear layers Insulating yourself against the wind and other elements is key, so create a layered barrier instead of a single bulk. (The advantage is you can always remove the outer layer if you get over-heated.) The first layer thats directly touching your skin should be a lightweight synthetic or polyester material. It will dry quickly and wick away moisture. The second layer should be wool or polyester fleece. The outermost layer -- worn in the rain, snow, or wind -- should be lighter weight and water-repellent to help you stay dry.