If I get to ride in the winter (Blast this constant falling rain/slush/snow/ice!!! ARGH!!
), I like black breeches with leggings underneath. Like the kind of leggings that people who shouldn't like to wear as stand-alone pants. They tend to be a bit less itchy than UnderArmor, I find, but they still lay flat under breeches and add an extra insulating layer. I honestly just use the same breeches that I use in the summer with the extra layer - I'm too cheap and don't get enough saddle time in the winter to spring for legit winter riding gear.
My everyday breeches are Devon-Aires. I've got a no-name set that are a bit heavier - I don't like to wear those in August. I think the name on the tag is Perri's.