I have several different ways I can go with keeping my head warm. The first thing that goes on if I need more than just a helmet is a lightweight stretchy headband to cover my ears ($5 at a hardware store), the next level is a stretchy synthetic beanie that they were giving out at a marathon I ran, next is a thin fleece balaclava (don't remember, but I think <$10 from Sierra Trading Post), then some combination of these three together, then a fleece neck gaitor if the balaclava isn't cutting it for my face (~$5 from I don't remember where). I have never needed anything windproof for my head/face.