Assuming you mean keeping warm out hunting. Tights under your breeches and silk next to your skin. Plus the best quality coat you can afford. A drop of sloe gin in the flask and a mars bar cut up into small pieces in your pocket.
Merino base layer, maybe a thin jumper over your hunting shirt? I like those Thermatex rider waistcoats, they are warm without being bulky. Have sometimes worn a body protector on chill windy days and been grateful for the portable windbreak
Oh and make sure your socks are not too thick, not being able to move your toes in your boots can lead to feet like blocks of ice.
Merino base layers here too and sealskiz gloves .
I hate wearing tights though they do work they hurt my feet !!! Don't know why but they do .
Spare gloves for later in the day if you have room for them .
I used to have a cashmere sleeveless pullover it was great ( sadly it died )
The other thing is because you get hot and cold all day when your out I always have a fleece and puffy waistcoat and my dubarrys and dry socks in the transport .
Once the horse is loaded I take off everything down to my huntshirt put on the fleece and waistcoat change my socks and put on my dubarrys .
I leave something to eat and a hot drink or soup in the car I have this , the extra ten minutes it takes is worth it it fuels me for the work when I get home and warms me up.