But, that said, there are other good choices available. I'm a huge fan of Patagonia's Capilene, both the "regular" weight (like their Capilene Lightweight T-shirt: $29; www.patagonia.com) and the super-soft silkweight (Capilene Silkweight T-shirt, $32). The silkweight fabric is especially good at wicking. And it's astonishingly warm when worn under a wind shell. I was climbing Mount Rainier a few weeks ago, for instance, and inadvertently packed two mid-weight long-sleeve T-shirts, thinking one was a pair of bottoms. That left me with only a silkweight bottom, plus Gore-Tex pants. Despite the fact it was cold and windy, I fared pretty well.
I also really, really like Polartec stuff, both their Power Dry and Power Stretch, which have similar wicking properties but differ in their "stretchiness." They're a little warmer than CoolMax or silkweight Capilene and make excellent base layers, albeit moderately expensive. REI sells a Power Dry Zip T-Neck, long sleeve, for $38. That would be a great piece for winter running in Portland (where I once trained for marathons), when worn under a light shell.
So there you go. Your CoolMax is great, but there are other good choices.