I find that I prefer fleece to the knit types. It's softer and more comfortable, and snow "bonds" less with it in my experience if I fall when I'm out XC skiing or snowshoeing. I think it's also quite a bit lighter. I find that Windstopper type fleece blocks the sound so much that I'm not even willing to wear it. Very uncomfortable feeling.

In high winds, regular fleece doesn't cut it, but GoreTex hat with fleece lining works well (and also conveniently answers a question posted earlier).

I've got something like this http://www.mec.ca/Products/product_detai...845524442622388 It fits nicely over my fleece hat and does well when it's rainy, extremely cold, or windy.