My favorite one is a thin merino wool balaclava, which also covers my head and can be worn with or without covering the face/mouth/nose. For my purposes, it's worked better than the fleece or rib knit poly blends.

In warmer winter, I wear it over ear warmers with a normal helmet (I have ear issues in the cold). For colder weather, I wear it alone with a snowboard helmet. For extreme cold (like 0F and below), I have a homemade thick wool face cover that goes over the top.

My balaclava doesn't really cover the neck, other than the very top, but my winter outer layers do that.