My personal favorite is 100 Peruvian wool. I think the brand name was Cascade. Merino wool is great also. During the American Civil War, Wisconsin divisions were the best dressed troops in the Union army. They wore uniforms made of Merino wool. It was a cottage industry. Wisconsinites were well known for their Merino wool. Merino sheep have many folds so there is a lot of wool on one animal.
I'm not familiar with England's climate in the winter. Here in Wisconsin, we deal with all extremes. We have days in early fall/winter and spring where the temps get around 30-40 degrees. On those days, a sport weight wool yarn is sufficient. You don't want to wear knitted garments with anything heavier because you'll get too warm when you're outside. In January, the temps get down to 30-40 below zero. For those temps, bulky weight yarns are actually too much. A worsted weight is fine.
Most people here run out to the car, start it and warm it up, hop in, and go to work or wherever they go. It's in and out between a heated building, heated car, and heated workplace. They tend to take their mittens and hat off in the car because they're too warm. I think you only need to be concerned about warmth if you're going to be outside doing winter activities or waiting for a bus to and from work like I do.
It's not the weight of the yarn, but the technique. For really cold winter days, we wear a shirt with a sweater or sweatshirt over it and put the coat on over that. Layers are great because you can take something off if you get too warm.
When you look for hat patterns, look at the pictures. A typical beanie hat looks cool but doesn't even cover the ears. It's pretty useless in winter. You generally have to add at least an inch to those patterns for them to be practical. I knit my hats ribbed because it hugs the head better. I make mine with an extra length of cuff to have a double layer over my ears so they don't get cold. My hat measures 10 1/2 inches from the cast on to the top of the hat. This gives me a three inch cuff folded up double over the ears.
Instead of knitting a scarf, I knit a circle scarf. It's like a hat without the top shaping, just a tube. Mine run about 9 inches tall. I can wear it around my neck like a cowl. I have no ends flapping around in the wind. I'm not constantly adjusting it. If it's windy or there's blowing snow, I can pull this up over my face for protection. I suggest hooded jackets to keep the wind off your neck wearing the hat under it. It's warmer. This also gives you more waterproofing when it's raining or snowing.
If you want more ideas on good winter wear and techniques, please feel free to PM me. I think Wisconsinites are the experts of keeping warm in the frozen tundra.