Scott, I get a lot of my wool at
Woolrich Woolen Mill. Their fiber arts line has a lot of colors that are achievable with medieval dye techniques, while others are not. So depending on how crazy you want to be about it you can use all of their colors or restrict yourself to the more appropriate. The wool's not cheap, but it's a nice quality. If you order from the wholesale you need to buy a minimum of 15 yards of wool to get those prices. They also have an outlet that you can order smaller yardages, but they are more expensive per yard.
My hosen are not lined, and they do not itch. Same with my chaperon. Some people may be more sensitive to wool. The gown's collar is lined with linen, and the entire doublet is lined (hence doublet...).
Everything I'm wearing in this photo I made from that line of Woolrich wools (chaperon hood, gown, split hose, doublet (better photo next):
Same with this doublet which was hidden under that green gown (before I did the button holes, but I apparently don't have a photo of it finished):