i have some OLD "windstopper" jacket that i rode with all winter. i quoted windstopper b/c when i bought it ten years ago it probably was. now...eh...not so much. either way, i'd go two/three wicking layers and that. i was usually warm on the road. in the woods it's a different story.
I am a big fan of Patagonia, everything from base layers to hooded fleeces to my winter snow shoveling jacket. The stuff is top notch and I think its well worth the money. I usually layer stuff under my Pearl Izumi zip up windblocker fleece, it seems to get the job done on most days. I recently scored a Craft windblocker jacket after an alcohol induced late night binge shopping spree from Steep and Cheap, I think it was about $40. Not really cold enough yet to see how well it works but it is made really well and fits really good too.
Another vote for the Craft windstopper shirt. I like to wear it under a Kodiak jersey or something like that when it's cold. When it is really cold (especially on the road), I wear a windstopper outer layer (ie Pearl Izumi Vagabond). In the winter, I swear by windstopper stuff.