Staying warm is important, which makes insulation important. There are a few different materials that are used for insulating layers, but generally, you're to get the best warmth to weight ratio out of down products.
For reviews of various insulating layers, see here and here.
Mont Bell
Mont Bell is a Japanese manufacturer that makes some very well regarded insulating layers in both down and synthetics.
Western Mountaineering
Western Mountaineering is another company that makes an impressive down insulating product. They carry some of the lightest sleeping bags on the market, and not surprisingly, some of the lightest insulating layers as well.
Feathered Friends
Feathered Friends makes down insulating layer products in a few different classes, from lightweight up to expedition weight.
Nunatak
Nunatak makes a number of very lightweight down garments. If you're looking to shed as much weight as possible, Nunatak would be a good product line to look in to as they have several 1/2 and 3/4 length sleeping bags that can be partnered with a down jacket, making your insulating layer part of your sleep system.
Patagonia
Patagonia carries both down and synthetic insulating layers, but their synthetic insulating layers seem to be the more popular of the two options. If you're wary about down, you might want to consider Patagonia.
Bozeman Mountain Works
Bozeman Mountain Works is a smaller manufacturer with several very lightweight synthetic insulating layer options. For those wanting something other than down, this would be another excellent option.