above freezing (and not windy) - felt fedora (Cabela's Three-Forks) as the brim nicely keeps sleet and other crap off my glasses and from going down my neck.

below freezing - an old fashioned watch cap (well the new fleece version, the classic wool having become harder to find).

nasty, windy or single digit temps and below - a Windbloc Headsokz. It is just plan cozy in the worst cold weather.

http://www.buyhappyfeet.com/Headsokz