I like my balaclava during the winter. It's warm enough but not so think that it significantly changes the fit of the helmet. Also, my reflective rain cover is water and air proof so that gets pretty warm. The combo of balaclava to keep the wind off my ears and the helmet cover to keep the warm air in does me pretty well until I don't want to go any colder (I don't do much riding below the teens).
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Bikes: 1996 Eddy Merckx Titanium EX, 1989/90 Colnago Super(issimo?) Piu(?), 1990 Concorde Aquila(hit by car while riding), others in build queue "when I get the time"