Under Suits/ Under Garments
While dry suits inflate to protect you thermally underwater with a layer of air, they are not substantial enough to manage this task alone in cold temperatures. In fact, without wearing an under garment, you'd chill in a dry suit, even in moderately warm water. The advantage is that you can vary the under garment to suit the temperature you will be diving in. So you can use the same dry suit whether you are diving in 2°C or 24°C but vary what you wear underneath.
For extremely cold temperatures, synthetic fleeces or lined jackets and trousers are often the best option. You can also buy full body suits made from materials such as Polartec or Thinsulate which will retain a lot of body heat. These come in various thicknesses and you must choose an appropriate thickness for the water temperature you will be diving in. Remember than you lose body heat twenty times faster in water than in air and therefore you should compensate for this when choosing a suitable under garment. It is better to be too warm than too cold on a dive as coldness can affect you ability to function correctly and you will rarely ever be too warm so always go for a thicker under suit than you might need if you are unsure.
Another option is to layer your under garments under your dry suit to ensure you retain your body heat on a dive. There a wealth of clothing products on the market to wear specifically when diving, for use under a dry suit such as boxers, socks, booties, long sleeved tops, short sleeved tops, leggings, hats, etc. There is nothing wrong with layering these for extra insulation, just make sure they do not feel too tight against your skin that they'll interfere with circulation.
Despite the waterproof designs of dry suits and advances in technology, they can still sometimes leak. If this should happen, ensure the under garment you are wearing will retain its insulating properties even when wet, although most manufacturers will consider this in making their products.