I've always thought Trinity Kilts looked pretty poorly made, based on their product photos. If you like the idea of a retrofitting a liner anyway, can you make one for a kilt you already own? If it were me, and I've never done it mind you, I'd probably go for a thin fleece. Thick stuff can get bulky quick and might make your kilt poofy-outy.

When it's really cold here in Portland I wear thick leggings/tights/whatever you want to call them under my kilts. They're cheap and surprisingly warm.