Under Armor is great, but it only keeps you warm, it does not protect you from the wind. And the warmth disapears with a strong wind. Therefore, you need a "barrier" (called a "shell" in outdoorspeak), and I strongly suggest that you get the windstopper shirt. This is an undershirt, so you can wear it under your regular uniform shirt.
Check it out here:
http://www.honigs.com/browse_products.asp?Cat=1&Sub=92
I have one myself, and it's great.