Though I am not in Bay Area, I hope, I could give some info. Once I found thermal pants in Wal-mart men's section. But later when I was looking for clothing for my mountaineering, I found a nice store - REI (Recreational Equipment Inc. -
REI.com: Store Locator ). Mountaineers wear various layers of cloths as the mountain condition can vary from very hot and dry to cold snow/rain. Though they may not call it as "themal wear", they might call it as "inner wear" (If you find difficulty, ask for - REI MTS - REI's staffs are very friendly one). Mountaineering clothings are much costlier than wal-mart's $15 thermal pants - but they are very good quality. Probably this could solve your problem. In another note, Cotton cloths could be very comfortable in the summer weather but in cold weather, cotton retains a lot of humidity (sweat) so, it increases the heat loss from the body compared to polyester/rayon cloths.