For most of our winter weather around here I like the light headbands from PI and Shebeest (sold right here on TE in fabulous colors). I also bought a Buff on yellow's recommendation. I'm anxious to try it. It looks like it should fit under a helmet better and can be used like a gaitor also.

I have a Castelli windproof headband but it is too warm except at less than 35 degrees and then it muffles sound too much for my comfort.