I've tried a few- including the Craft "Windstopper" and none of them really stop the wind. I might be unrealistic to want both moisture-wicking, breathability and windproof all in one garment.
There was some $20 balaclava I bought from Performance Bicycle that is two thin microfleece layers and it has been amazing as far as protecting me from the wind and the cold. I live in Chicago, and it's all I have needed, even down in the single digits.
Any thoughts/advice? I basically want a hat I'll be wearing when it's windy and cold (between 25 and 55) in Chicago.