In my experience, wearing longjohns is an argument IN FAVOUR of heavier cloth: if it's lightweight, it will tend to cling to the longjohns, especially if the latter are cotton (you cannot line your trousers 360 degrees all the way to the ankles...!). Moreover, if you're on a tight budget, it makes sense to have trousers made that LAST longer, not lightweight cloth that wears out quickly, particularly if you wear it three seasons a year!
Beyond that, a suggestion: silk longjohns! I found them first in a shop in Copenhagen (hello, Gruto!

). It's not ladies' stockings stuff, it's a thicker, denser, sturdier weave. They feel great on the skin, they are thin (compared to cotton) and even my unlined trousers slide effortlessly over them. I'd say thermal comfort is better (no overheating, especially when going indoors, as for a cup of Gluehwein) and you don't sweat as much; even if you do, sweat evaporates quicker - unlike cotton, that tends to keep the moisture (when thick) and become cold and unpleasant on the skin.
Merinos (mentioned above) is another excellent option - even a full body suit, as I have one. It's just a little scratchy, but you can live with that for the gain in warmth. Great with cords and tweeds - you can often do away with the need for an overcoat if you have one of these against your skin and a heavy tweed suit on top (plus gloves, hat and scarf, of course).
Sorry my answer came so late, I only read this now...