No helmet in the Winter when the roads are way worse? I see no logic! Just get a nice hat that fits under your helmet. I have an awesome Sugoi one that I picked up a couple years ago at Urbane. It's really thin so it fits and doesn't get TOO warm, but it blocks the wind pretty well. Then again, I've also stuffed my regular ski-toque under there when my Sugoi went missing (ie. Mike stole it at a cx race). Did I look like a total dork? Of course! But I also wear a reflective ankle band on my pants when it's cold, so I already have that well covered.