I am not a fan of Gore-Tex. I have had coats, gloves, pants, boots and gaiters made with it, I have used it in extreme outdoor adventure situations and I used to sell it. My conclusion is that in the real world, Gore-Tex performs no better than inexpensive urethane-coated nylon because Gore-Tex is not noticeably more breathable and in some circumstances it may not be as waterproof either. In my observation, the only significant breathability that occurs with any of these products is with the air that moves in and out of the garment through the major openings. I consider Gore-Tex to be a waste of money. I have a $25 coated nylon rain coat that I found at Wal-Mart that equals or outperforms any Gore-Tex rain coat I have ever tried.
If you need real waterproofness, go with coated nylon. If you need windproof breathability, go with uncoated nylon or polyester. Some of the breathable uncoated products, particularly the polyester ones, provide a surprising level of water repellency that is practically rain proof for light conditions or high activity levels.
As for wool, as mentioned by some others, I consider it to be an insulating layer rather than a shell material and I prefer synthetic fleece, but wool can work very well. Wool is my choice for socks.