So, let me re-phrase your question: Skinny guy skis, seeks something superior for schussing without shivering. Right? The answer, of course, is the 'L' wordlayering. You're not going to find a single piece that does all you need. But you can if you layer. Start with a good, warm base layer. Wool might be the ticket here, as in Icebreaker's Tech T-shirt ($110; www.icebreaker.co.nz), a very warm base layer that wicks well. I've been wearing a short-sleeve Icebreaker T-shirt as a base layer for winter cycling and hiking, and it's fantastic. Over that, a mid-weight fleece layer will add a lot of warmth. I really like Polartec's Thermal Pro, a light but very warm material that dries extremely fast if you get sweaty. Try it in Mountain Hardwear's ReCoil Jacket ($115; www.mountainhardwear.com) or Marmot's Core Half-Zip Pullover ($99; www.marmot.com).
That and a shell will keep you warm in most conditions, without adding too much bulk. But, if it gets really cold, add one more layer made with a synthetic fill. The North Face's Redpoint Jacket ($149; www.thenorthface.com) is such a garmentlight, compressible, very warm. And not real bulky. It'll slide nicely over the other two layers, and you can add a shell over this. You'll be warm, I guarantee it.