I have a vast array of headgear 
I wear half a Buff all summer as a hairband, to keep my hair in place and absorb sweat. Once it starts getting a little nippy I'll switch to a regular Buff folded in two, pulled down over my ears. A bit colder than that and I'll add another Buff around my neck. Next step is an under-helmet cap. My favourite is thin wool, from Endura, but I also have a windproof and waterresistant one from gore which is better when it rains BUT I CAN'T HEAR ANYTHING AND END UP TALKING REALLY LOUD.
Colder than that and I'm on to a thin wool balaclava, plus underhelmet cap. I don't use a balaclava before it gets quite cold because I overheat easily uphill and get a bit desperate if I can't pull it away from my face.
Let me know if you can't find a Buff, I can probably find a spare I can ship to you.
Winter riding is much less about badassery and much more about bundle-uppery. - malkin
1995 Kona Cinder Cone commuterFrankenbike/Selle Italia SLR Lady Gel Flow
2008 white Nakamura Summit Custom mtb/Terry Falcon X
2000 Schwinn Fastback Comp road bike/Specialized Jett