I started hunting 4 years ago, and in the west 2 years ago and have gone through a bunch of clothing from cheap to high end and everywhere in-between. I've used Kmart level stuff to First Lite and Sitka. The first year out west I used a combination of Sitka Early Season Whitetail pants and an Ascent jacket along with some generic merino blend base layers and a REI puffy jacket. After figuring out what was important and what wasn't I went on a slow spending spree amassing the best gear for how I hunt (lots of hiking, first time antelope hunting I think I logged like 18 miles on foot). My WY pronghorn experiences have been that it dips down into the 30s at night and reaches the 60s-70s during the day. I've also had it rain both years at least part of one day.
Now that I have everything dialed in, here's what I will be bringing with me on my 3rd antelope hunt, which will probably be two days of hunting:
1x First Lite Corrugate pants (worn every day) (I also own the Kanab 2.0s but I won't wear them if there's significant barbed wire around as they're a bit fragile and prone to tears)
1x First Lite North Branch Jacket (possibly worn, possibly left at the truck depending on forecast)
1x First Lite Llano (worn every day as top base layer)
1x First Lite Chama (worn every day, possibly shed and stuffed in pack mid day)
1x Sitka Traverse Zip-T (possibly worn over Chama depending on temps and wind)
2x ExOfficio boxers (worn every day)
1x lightweight merino blend base layer bottoms (worn depending on forecast)
1x midweight merino blend base layer bottoms (worn depending on forecast)
4x Smartwool/similar wool blend socks (2 lightweight, 1 midweight, 1 heavyweight)
1x First Lite Uncompahgre insulated jacket (in pack for early morning glassing or emergency situations)
1x Marmot Precip rain jacket (in pack)
1x Asolo Flame GTX boots (worn on hands)
This is pretty much my standard roll out for a western hunt from now on. The only variation really will come in the form of sock thickness and bottom base layer thickness depending on forecasts and time of year. With those items I should be comfortable from 0 to 100 degrees.
That's not to say you have to go out and buy the $1500 worth of clothing listed above, but it at least gives you an idea of what I find to be important. If I had to suggest a base set of stuff to go with I would have a hard time not recommending the First Lite Corrugates or Sitka Timberline pants, First Lite Llano QZ top, and Sitka Traverse Zip-T. Any earth tone jacket you already own can be added for more insulation, or the REI house brand synthetic down jackets are pretty good for the money. The Marmot Precip rain jacket can be found for ~$50 on sale at Sierra Trading Post, Steep and Cheap or similar sites pretty much all the time and can't be beat for packable rain gear. The big thing is to stay away from cotton/jeans/etc. and go with stuff that is DWR, quick drying, durable and not bulky. I had a cheapo camo winter jacket that was fairly warm but I could barely move my arms in it due to the 5lbs of insulation. Compared to my First Lite Uncompahgre it's night and day. Another possible pitfall is using stuff that is too breathable. A big problem with the Sitka ESW and Ascent jacket when I used them were that if it was below 60F or so they did such a good job of expending body heat that I got cold in them fast. Merino base layers help a lot in that regard for me to regulate body temps. Camo patterns between Sitka, Kuiu and First Lite are basically personal preference. I've seen all three do well in a variety of terrains.
