I generate a lot of heat and tend to sweat quite a bit when active, so breathability is important for me. A wind-proof base layer would kill me... (by hyper-thermia)
As others have stated, you want the layer close to your skin to be breathable and block the wind with an outer layer.
I have and use:
1) a breathable base layer (polyester or wool)
2) 100 weight, 200 weight, and 300 weight fleece vests, all breathable (I only take one with me.)
3) a 200 weight fleece jacket (breathable)
4) a 200 weight wind-blocking fleece jacket (slightly breathable). As a slightly lighter weight alternative, I also have an MH compressor jacket (nylon shell, polyester insulation)--its wind permeability and warmth is similar to the wind-blocking fleece.
5) Several water-proof breathable shells (parka length, Again, I only take one on a trip.)
I put them on in the order shown above and usually leave some of the layers off (except for #1) as the situation dictates.
I might start out will all of the above layers and take them off as I warm up sometimes going down to only #1. Hiking/skiing with only #1, #2, and #3 (or a subset) is particularly nice because it is so breathable and I stay nice and dry. #4 is useful if there is a gentle wind or under #5 in higher winds.
Unless it is windy, it is generally fairly steamy if I wear #5. (The moisture permeability of many of the waterproof-breathable fabrics goes down in the cold.) I was taught in winter school to keep my shell on and adjust the layers underneath, but I have found it to be more comfortable for me if I get rid of the shell (#5) and the "partial shell" (#4) earlier rather than later unless it is windy, raining, or snowing (either from the sky or trees). The #5 shell is also handy if there is a good chance of falling into the snow when skiing--it is part of my "crash suit".
All of the above layers except #1 have full front zips--I adjust them frequently to maintain my proper heat level and to allow ventilation.
Note: Back when I started (before fleece) the insulation layers were all wool sweaters and heavy wool shirts. They still work and are still used by some. Several of us on this BBS also feel that wool is better than fleece in very wet conditions.
Doug