I love wool. I have the hair in sweaters, caps, coats, vests, pants, gloves, socks, scarves, blankets, even some pajamas.
I only like fleece. I have it in pull-overs, coats, caps, vests, pants, gloves, socks, neck warmers, blankets, but no pajamas.
I like the insulative qualities and durability of wool better, and especially like the ability to not worry overmuch about a crackling fire. The lone drawback about wool for me is that when it gets wet or saturated, it gets heavier and sometimes never really dries out until a return to civilization.
I have abandoned regular fleece. If it is not windblocker I don't want it. Standard fleece might as well not exist in a stiff breeze. Fleece dries better, especially since I treat all mine with Nikwax, it stretches rather than pulls and retains its shape better, and is always lighter.
I say play with both. I still usually wear a mix. Wool where I want things tough and warm like jacket, pants, socks, and gloves, Fleece where I want some wicking and the garment to dry out, like a hat, base layer, or some thinner gloves.