Shai, anything on the head will help keep a lot of heat in. I happened to use this today -- cheap microfleece, but I think it made a big difference.

Other than that, I had a medium-thick underarmour turtleneck as a baselayer, and this outside. Nothing fancy, but the combo kept me very warm. I also wore some surgical rubber gloves under my bike gloves, which I thought I would need to remove after the first hour, but kept them on all day.