Balaclava's can be more than you need for sure they cover a lot, and sometimes all you need to protect your ears. Headbands or a thin windproof front beanie are my choice.

I use 2 headbands, lycra Pi one that is thin fits under the helmet and does the job if it's not super cold and an REI windproof that is thin and really warm, the windproof barrier is the key on that one.
And Craft wind stopper beanie. The wind stopper is on the front of the head only, That thing works great until it's balaclava cold.