I don't even own a balaclava, though I considered purchasing one for this winter's commuting. I've ridden to work here in the DC area with temps in the upper teens and been OK. All I had on my head besides my helmet was a little fleece ear wrap thingy and my beard. I suppose the beard helps a lot. Might still grab a balaclava at some point, just haven't really needed it yet. Gloves and hands, that's a different story - a pair of gloves comes in real handy when it gets much below 35 or so.