The most functional piece of cold weather headgear I've found is a Navy watch cap. I discovered the watch cap in the pages of Spenser novels, back when Spenser seemed to do a lot more running.
The first really cold day of November, I looked for the watch cap I've had for years and couldn't find it anywhere. Warm and handy as they are, watch caps are easy to lose. Thanks to any number of Army Navy websites, they are also easy to replace. Get yours today.