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You can go either way, but I find I am more comfortable with them not against my skin. The thing you can't (shouldn't do) do is wear them outside exposed to the elements. They will not stand up to the wind (for very long).
I would keep the liner from contacting your skin.A long sleeve shirt,the liner and my leather jacket..no need for a lot of bulky layers.Rode yesterday it was cold,ran a steady 75 -80 with my heated gear and I sure was toasty,if you are going to ride in cold weather they are a must..