Which yarn for winter?

Dear users, dear designers,
which yarn do you prefer for winter / for warm winter clothing?

I prefer merino wool or alpaca wool. 

Wool from Northern European sheep—for example, Shetland or Icelandic wool, or wool from Ireland. While it’s a bit itchier than merino, it’s perfectly suited for cold, wet, and windy winter weather, even as an outer layer. After all, the local sheep don’t freeze either. And the wool is super durable!

For items that come into direct contact with the skin, like shirts, etc., I prefer cotton, because animal wool makes me itch when I sweat—so much so that I almost scratch myself raw. For outdoor wear, I prefer loden; it’s also a wool fabric made from sheep’s wool, just fulled, but it’s warm, water-repellent, and breathable.

How does felting work?

Fulling is similar to wet felting, but the material is processed into a higher-quality product than simple felt through stretching and pressing.

Thanks :-)