If you don't want scratchy, but you do want wool, you'll love merino wool. Anything made of merino wool is divine! It's really all I use anymore. If you want a machine washable and dryable wool that doesn't pill too much, I recommend
Louet Gems. It's sooo soft and extreamly sturdy. After that I recommend
King Filatura Extra. It's not machine washable, but it doesn't pill. Ever! Both are pretty pricey, but you do get what you pay for. And the prices aren't bad if you only need two balls for a hat or mittens or something. If the garment doesn't have to be super sturdy, there are other merinos that don't cost so much.
Mission Falls 1824 is very affordable and nice. If you're looking for something SUPER warm, it doesn't get much warmer than
Classic Elite Wings. The yarn is over half alpaca (which is about 35% warmer than wool), a quarter silk (which is also known for warmth), and a quarter wool. Not only that, but it has a hollow core which insulates. I can personally vouch for the warmth. I made a panta out of this stuff and my ears have been toasty all winter. Oh, and it's super soft as well. Hope some of that gave you some ideas!