I recently got a balaclava and I love/hate it all at once.

Mine is pure polyester so wind-blocking is out of the question. It's also tight fitting, something I never cared for on my face. It also messes up my hair but that's par for the course with any hat. I notice my nose running more, it can be a bit suffocating when breathing heavy, and my glasses fog up while using it.

It does keep reasonably warm down into the 20's for me though. And it scares the young kids I pass on the way to work sometimes. That's amusing at least. However, even if you're just running into the gas station for one thing, take it off. Almost had a silent alarm hit because I needed AAA batteries in a rush.