I've never tried the under armor, but my base layer of choice is Capilene by Patagonia. It sounds to be a bit cheaper than the UA , little or no compression, and is available in 4 different weights from silkweight through expedition weight.
It's become part of my standard "must have" winter gear for most all winter activities on or off the bike(pedal and throttle).
2003 Honda 919, Carbon Sato's, PCIII-USB planned asphalt gray
2007 Majestic Blue NISMO KC, 4x4, 6-speed, Gibson catback, Clarion DUZ385SAT
2007 Trek EX8-Custom parts build by me for me
1992 Nissan 240sx- SR20DET swap, HKS intake, exhaust, and SSQV, VLSD, S14 Silvia JDM seats(super comfy), Exedy clutch