Dale of Norway's sports line. If you do your shopping you can find the Storebjorn right at 100 dollars. For a high performance shell, check out their knitshell, which is a knitted wool waterproof shell-sounds crazy I know-you pay for it but the technology's incredible. For the money, you won't look back.
For baselayers and mid layers, TNF's Diablo and Mount Tams do a really good job. They're incredibly soft, inexpensive (26 dollars on certain sites right now-I unwrapped 2 for Christmas from my sister last night) and make for a great, soft non-stinky base or mid layer that will keep you insulated even if you start to sweat during rigorous activity. Very lightweight, suuuuuper breathable. They're a blend but TNF got it right-the knit does all the work. I have a gem of a 1968 new old stock 100% wool belayer's sweater from TNF with a reinforced shoulder and a carbiner pocket. Wore it ringneck hunting the other day, makes for a great shotgun sweater with the armpit patch.
LL Bean makes one of the best bushcrafting sweaters out there right now-they have a fantastic rendition of the British SAS commando sweater in some cool bushcrafty colors in the 50 dollar pricerange. Durability of the knit and insulation are better than my 250 dollar TAD SAS sweater, and LL Bean's customer service is much better, too.
If you're looking for pure insulation for the money, Woolpower is hard to beat. They are so no-frills (destroying all the late assumptions that wool is used simply for fashion :

: and very durable. Pop's getting a pair of gloves, a zippo hand warmer and a tin of bag balm this year. He's got Renaud's and as he gets older his hands get very painful as he skis.
Helle Hansen's wool stuff is all high speed, low drag. They combine it with their proprietary moisture wicking synthetics to get a really close fit that retains its shape. If you're looking for durability and utility, find something else, but if you're looking for a high speed low drag insulator for extreme sports, their stuff is unbeatable, not to mention sexy. Very pricy if you don't pick it up on sale.
Woolrich is one of those brands where you can find trail-and-town style pullovers for pennies on the dollar. I've picked up a few of their mostly-wool sweaters and one of their shirt jacs all in the 20 dollar pricerange. Great for everyday wear or throwing in the pack on a spring/fall trip if a cold wind blows up.
Eddie Bauer has some great inexpensive ragg-wool sweaters, again, more trail and town, but they're along the same price as a cheap Columbia fleece pullover, so if you're making the switch, they're great closet fillers.