A high-quality poly-fleeced, bomber style hat with a breathable but watertight shell. It looks like crap, I think it makes me look like a Canadian rube (As opposed to the Florida cracker that I am) but unless I look into a mirror it doesn't bother me.

It keeps the cold winter wind and rain off me and the flip-down ear flap, that also covers the back of the neck, really helps.

I also have a windproof water resistant skull cap that covers the head from the brow to the base of the neck. It fits tight and looks positively medieval but it folds very compactly and tucks into a coat pocket and fits under a hardhat.