I live in NW Florida, and we go camping quite a bit...I would not go to the trouble and expense of buying thermal underwear.
As long as you dress in layers, have a good coat, hat and gloves, you'll be fine.
At night, make sure you change into fresh/dry clothes (don't sleep in the clothes you wore all day...you'll freeze to death. If you've got a good sleeping bad, less clothes can actually be warmer...especially if it's just you and hubby.
Here are a few helpful tips:
Take an empty bottle with a large mouth (fabric softener, etc) to use as a "potty" during the night. Not sure how this will work for you, but hubby will appreciate it not having to leave the tent to take care of business.
*THE SLEEPING BAG DOESNT HEAT YOU; YOU HEAT IT. So use this rule: "Thickness is warmth." If youre cold, add some more insulation (blankets, clothes, more newspaper).
*INSULATE UNDERNEATH YOU. The ground is cold and you will lose body heat if you are in contact with the ground. You should have 3 times more (in insulating value) under you than you have on top. Make sure you never come in direct contact with the ground. Stay on a foam pad or closed-cell self-inflating pad. Self-inflating closed-cell pads are best and now available in all camping departments and outdoor stores. You can also use blankets, piles of newspaper, or a piece of carpet to help insulate underneath you. Do not use a blow-up air mattress. Air mattresses only increase the amount of air that you need to heat up.
*DO NOT SLEEP WITH YOUR HEAD IN THE SLEEPING BAG! Your breath contains water. If you close your bag, with your head inside, the bag will get wet and you will be cold.
*CHANGE CLOTHES. Never sleep in wet clothes or clothes that you have worn during the day. Even perspiration will chill you at night. Wear a layer of dry polypropylene underwear, loose socks, wool or wooly dry socks, and a fleece or hooded sweatshirt. No Cotton!!! Cotton clothing holds water and will make you cold. Cotton sweats are just like the name implies: they absorb your body moisture and trap it next to your skin making you cold. Cotton is fine for hot weather, but it can kill you in cold weather.
*WEAR A SKI HAT TO BED. Remember 70% of body heat is lost through the top of your head. Wear a knit hat or a full ski mask. Wool, fleece, or acrylic (cheap knit watch caps from Wal-Mart) caps are best.
*VENTILATE YOUR TENT: Leave the back or top flaps of your tent open about 4 inches. This will allow the moisture from your breath to escape out of the tent and not collect on the sides. Closing the tent up will not keep it warmer.
*EAT A CANDY BAR or other high calorie food (nuts, etc.) before you go to bed: This increases your metabolism (moves your blood faster) and it helps keep you warm. Your stomach is your furnace and will generate heat while you sleep. Before going into the tent, drink some warm cider or hot instant cocoa to hydrate you and give you some carbohydrates for your inner furnace. Make sure you dont try to sleep dehydrated: youll sleep colder. No food in the tent, though. Critters are still prowling for food in the winter.
*GO TO THE BATHROOM BEFORE BED: This saves you a trip in the middle of the night, keeping the heat in your bag and tent.
*DO NOT DRY "WET" CLOTHES IN OR UNDER YOUR BAG: Moisture will travel from wet clothes to your sleeping bag.
*PUT TOMORROWS DRY CLOTHES UNDER YOUR BAG: This heats up clothes for tomorrows cold morning and also provides more insulation.
*FLUFF UP YOUR BAG: Always fluff up your sleeping bag before using to create the thickness important in keeping warm.