Somewhere around 45F I'll start wearing a polypro headband. Thin kind, covering my ears. As it gets colder that gives way to a pile headband, then a polypro skull cap (from which at least one ear inexplicably and inevitably escapes!), and finally, down around 20-25F, to a balaclava. All with a helmutt on top, to keep SWMBO happy. Below about 30F, I'll put a cover on the hellmut to keep the wind down.

I'd rather wear a Walz cap. At least they look cool!