I was just researching this myself. Carhartt makes four lined hoodies:
Car-Lux, polyurethane foam, $60
3-Season, quilted, $60
Thermal-lined, polyester fleece, $80
Allerton, polyester fleece, $100
Some find the polyester fleece too rough to wear with short sleeves.
Don't pay more than 85% list. Sierra Trading Post has Carhartt seconds which are cheaper. If that appeals to you, sign up for their daily spam and wait for a good coupon. I have a bunch of Carhartt t-shirt seconds: one had a crooked hem and I couldn't spot the flaw on the others.
When I get the right price, I'm buying Thermal-lined for chores and 3-Season for formal occasions when I wear a Henley.