I use an Outdoor Research Sonic clava. $30 MSRP. It's Gore Windstopper with a microfleece lining.
Only gets chilly with long rides and sweat accumulation, which goes thru membrane, and evaporates, thus cooling. (Would probably stay warmer with taped vents, but I don't do this.) For short rides, it is windproof and quite warm.
An excellent windproof headwarmer for extreme cold is a surfing or scuba hood. However, it provides no face protection, so you need a neoprene ski/snowboard face mask separate. And your hair will be sopping wet. But your noggin will be toasty.