Yes, the typical white long johns with the bumpy surface that you wore while playing hockey as a kid are cotton, and not very good. Cotton holds the moisture against your skin. In the bush it's always damp and cold.
Far better are the modern alternatives. You can indeed find soft wool lightweight LJs, but more common are polypro and fleece and silk. Any of them are better than cotton.
What you'll find is that winter camping is frequently hard work. You're either breaking trail, hauling a sled, sawing firewood or chipping a hole through the ice. You'll tend to sweat. It's convenient if your LJs are on the light side, and pass the moisture to your pants and shirts quickly.
Most people's experience with winter cold in the bush comes from snowmobiling and ice fishing. For these sedentary activities, thicker layers are better. But not for winter camping -- you're too busy. Your pattern will be hard work (for which you don't need many layers), resting motionless (for which you need to pull on a down parka, not just a sweater), time in the tent (heated by the stove), and sleeping (for which you should wear 1 layer of dry LJs).
My personal choice is a set of light polypro LJs (not the one-piece -- it's too hard to crap). I like a turtleneck top (no zipper -- cold, and irritating to the skin) to keep the cold drafts from whistling down my neck. I take 2 sets, so that I'll always have one dry.
Over that I wear "whipcord" wool pants. This is a very tough, yet breathable fabric. It is not felt, like the Filmor's. Mine are army surplus -- fantastic pants. They dry very quickly. Highly recommended. Last time I saw some for sale I bought enough to last the rest of my life. A huge benefit of this fabric is that it is fire-resistant. It doesn't melt. That means you can sit close to a fire, really close -- until your knees are cooking -- with no ill effects. It is important to be able to sit close to a fire -- practically in the thing. It means that on a bad day you can receive heat easily from an outside source, rather than having to generate heat from food. And of course if you drop the garment on a wood stove it won't melt. (At Deep Freeze 03, while waiting for the very late train at very cold temps, we had people shivering, but who would not get close to the fire because they didn't want to damage their expensive gore-tex pants. Which is the tail and which is the dog?)
I also wear a wool shirt (sometimes several) which I remove as required.
The commonly-held idea that you can't wear wool because you're probably allergic and will get a rash is nonsense. The polypro is next to your skin anyway.
For working into the wind you need a windbreak layer. The best material I've found for this is, surprisingly, a tight-weave cotton. This blocks the wind yet allows some air to get through. I have a huge, baggy anorak with a deep cowl hood which Robin made for me. It has no lining! This is important! Air must be able to get through it to allow the sweat to transpire from your other layers. It's not your parka. That's what you pull on when you chill off during rest stops. The very deep hood allows me to cross a lake into a strong wind -- the wind doesn't penetrate the trapped air where my face is. (Nearly all commercial hoods are cut away at the sides so you can see traffic coming -- useless.) Wonderful garment. Light and thin too -- when I'm overheating I remove it, roll it up like a towel and tie it around my waist -- takes about 10 seconds.
For the wind-layer for your legs, it is convenient to have full length zips. This allows you to remove or don them without taking off your snowshoes. MEC sells a nylon wind pant made this way for about CAD$30. (Not of cotton, unfortunately.)
All in all, I don't take much more clothing for winter camping than I do for fall camping -- because of the hot tent. Just a parka, the wind layers, gloves/mitts, Sorels, and a toque/balaclava.... maybe an extra heavy wool shirt.
I'm talking about camping at the latitude of Sudbury. Winter temps here rarely get below -35C or above freezing. I take no protection against rain. If -- God forbid -- it warms up that much, I stay in the tent. It's an awful time to travel.
If it's likely to be very cold (Hoop's latitude, NW of Thunder Bay) -- -30C/-25F or worse -- the felted pants would be better. Again, if possible (and sometimes it isn't), travel at these very cold temps is difficult enough that I try to avoid it.
I have no gore-tex winter garments. I think they are inefficient. I do not believe they will pass water vapour through their surface at these cold temps. On a -30C/-25F day the outside of the fabric will be well below freezing. The vapour from your body will condense and freeze on it. If it's warm enough that your bodyheat keeps the surface above freezing, fine, but that won't happen on the cold days. As a kid I remember seeing moist air from a cattle barn freezing onto a spider's web as it escaped a cracked window. Those pores were a lot larger than in gore tex. In winter gore tex cannot do anything for you that a simple layer of cotton cannot do better. (And cotton is a whole lot cheaper -- easier to repair.)
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