I use three brands of wicking shirts, all with good results. Most of my stuff is from Reebok; I was able to find short sleeve wicking shirts at my local **'s warehouse store for about $10 each. I don't know exactly the name of the product; if I can figure it out I'll post back so you can find an online source.
I also have a fair bit of UnderArmour stuff (mostly thanks to Santa-wife). The short sleeve wicking tees are pretty much comparable in my opinion to the Reebok shirts. The ColdGear jacket and heavy track pants are simply amazing. I live just outside Buffalo, NY and it's pretty chilly (this morning's run was at a wind chill temp of -3F) and I was very comfortable through my run. I was also wearing an UnderArmour ColdGear long sleeve compression shirt. It's widely available online, but it's quite pricey (think $20+ for a short sleeve tee comparable to my $10 Reebok tee).
The other piece of wicking clothing I have is a long sleeve mock turtleneck from Target. I think it's a Target-branded line of clothing (CG, I think it's called) manufactured by Champion. It's not quite as warm as the UnderArmour compression shirt, but it's not bad.
Beyond that, I also wear wicking socks that I picked up at **'s. I think they're the house-brand socks called "Lanesboro". They've been great when running through icy puddles. A minute or two of cold-wet feet, but everything's just fine a couple of minutes later.
Personally, I think wicking gear is fabulous. It really does make a huge difference, particularly in the cold. It's very effective at moving the sweat away from my skin, so I'm not constantly fighting hypothermia from cold/frozen sweat. It's also great during the summer because it doesn't get weighed down by the sweat the way cotton does. It's also very breathable; you'll definitely feel it if there's a breeze!
I don't know if any of that's helpful. If I think of some specific on-line vendors to point you to, I'll be sure to post back. (That said, I've gotten some pretty good stuff from holabirdsports.com and zombierunner.com.)
Don